+1,621.9%
ASTS vs SCHW
+93.3%
+1,528.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +7.4% |
| 7D | +18.5% | -1.3% | +19.8% | +19.3% |
| 30D | -8.1% | -0.4% | -7.7% | -8.2% |
| 3M | -28.2% | +21.7% | -49.9% | -37.8% |
| 6M | -26.1% | +13.0% | -39.1% | -33.8% |
| YTD | -9.0% | +8.0% | -17.0% | -14.8% |
| 1Y | +62.2% | +15.8% | +46.4% | +44.6% |
| 3Y | +1,621.9% | +87.7% | +1,534.2% | +638.0% |
| All | +1,621.9% | +93.3% | +1,528.6% | +638.0% |
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