+235.4%
ASTS vs ACHR
-52.6%
+288.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.3% | +5.8% | +10.8% |
| 7D | +1.5% | +15.3% | -13.8% | -3.6% |
| 30D | -27.6% | -3.0% | -24.6% | -26.2% |
| 3M | -48.7% | -14.0% | -34.8% | -46.2% |
| 6M | -50.8% | -25.8% | -25.1% | -45.5% |
| YTD | -49.2% | -36.0% | -13.2% | -39.5% |
| 1Y | -46.7% | -41.2% | -5.5% | -33.8% |
| 3Y | +793.2% | -8.6% | +801.8% | +803.4% |
| 5Y | +195.6% | -20.6% | +216.2% | +143.0% |
| All | +235.4% | -52.6% | +288.0% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling