+232.9%
ASTS vs ACHR
-52.1%
+285.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.2% | +5.5% | +7.4% |
| 7D | +2.8% | +18.0% | -15.2% | -3.1% |
| 30D | -28.8% | +3.6% | -32.5% | -29.1% |
| 3M | -48.9% | -28.4% | -20.5% | -42.0% |
| 6M | -55.6% | -25.7% | -30.0% | -50.8% |
| YTD | -49.6% | -35.4% | -14.2% | -40.1% |
| 1Y | -46.1% | -45.6% | -0.4% | -31.1% |
| 3Y | +749.7% | -2.2% | +751.9% | +745.3% |
| 5Y | +193.2% | -20.3% | +213.5% | +140.8% |
| All | +232.9% | -52.1% | +285.0% | +200.7% |
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