+815.5%
ASTS vs SCHW
+78.3%
+737.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | -28.8% | -4.4% | -24.4% | -27.3% |
| 3M | -48.9% | -13.6% | -35.3% | -45.4% |
| 6M | -55.6% | +5.9% | -61.6% | -58.9% |
| YTD | -49.6% | -6.2% | -43.4% | -49.0% |
| 1Y | -46.1% | -2.2% | -43.8% | -46.6% |
| All | +815.5% | +78.3% | +737.2% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling