+196.4%
ASTS vs ACHR
-60.3%
+256.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.9% | +1.4% | -2.8% |
| 7D | +0.8% | -9.2% | +10.1% | +5.1% |
| 30D | -22.6% | -1.0% | -21.7% | -21.7% |
| 3M | -54.4% | -42.2% | -12.2% | -43.4% |
| 6M | -56.4% | -38.2% | -18.2% | -48.1% |
| YTD | -55.1% | -46.4% | -8.7% | -42.6% |
| 1Y | -46.9% | -49.4% | +2.4% | -29.8% |
| 3Y | +715.0% | -22.5% | +737.5% | +783.9% |
| 5Y | +153.7% | -29.8% | +183.5% | +120.3% |
| All | +196.4% | -60.3% | +256.7% | +188.1% |
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