+58.9%
SCHD vs ASTS
+1,526.9%
-1,468.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.3% | +7.3% | -7.6% | -0.4% |
| 30D | +3.4% | -8.9% | +12.3% | +3.6% |
| 3M | +7.6% | -41.9% | +49.6% | +8.4% |
| 6M | +12.2% | -40.6% | +52.8% | +12.6% |
| YTD | +29.0% | -14.2% | +43.2% | +28.3% |
| 1Y | +30.3% | +48.9% | -18.6% | +27.8% |
| All | +58.9% | +1,526.9% | -1,468.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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