+193.9%
ASTS vs ACHR
-56.3%
+250.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.7% | -7.7% | +1.3% |
| 7D | -21.1% | +5.7% | -26.8% | -22.6% |
| 30D | -46.7% | -4.9% | -41.8% | -45.5% |
| 3M | -52.0% | -15.1% | -36.9% | -49.5% |
| 6M | -54.3% | -30.7% | -23.5% | -47.9% |
| YTD | -55.5% | -41.0% | -14.5% | -45.4% |
| 1Y | -50.5% | -50.0% | -0.5% | -35.1% |
| 3Y | +706.2% | -17.0% | +723.2% | +743.0% |
| 5Y | +165.2% | -29.4% | +194.6% | +127.0% |
| All | +193.9% | -56.3% | +250.2% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling