+425.9%
ASTS vs SCHW
+59.1%
+366.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.4% |
| 7D | 0.0% | -1.6% | +1.6% | +1.0% |
| 30D | -9.2% | -1.1% | -8.2% | -8.9% |
| 3M | -29.6% | +20.4% | -50.0% | -39.0% |
| 6M | -30.5% | +13.6% | -44.1% | -38.6% |
| YTD | -14.1% | +7.7% | -21.8% | -20.5% |
| 1Y | +69.1% | +15.2% | +53.9% | +49.7% |
| 3Y | +1,525.5% | +87.1% | +1,438.4% | +870.8% |
| 5Y | +425.9% | +57.5% | +368.4% | +252.6% |
| All | +425.9% | +59.1% | +366.8% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling