+60.7%
SCHD vs ASTS
+455.6%
-395.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -1.3% |
| 7D | -1.1% | +18.5% | -19.6% | -1.6% |
| 30D | +1.5% | -8.1% | +9.6% | +1.7% |
| 3M | +7.4% | -28.2% | +35.6% | +8.0% |
| 6M | +12.4% | -26.1% | +38.5% | +12.4% |
| YTD | +27.5% | -9.0% | +36.5% | +26.2% |
| 1Y | +30.0% | +62.2% | -32.2% | +25.5% |
| 3Y | +56.5% | +1,621.9% | -1,565.4% | +33.6% |
| 5Y | +60.7% | +457.0% | -396.4% | +38.9% |
| All | +60.7% | +455.6% | -395.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling