+233.7%
ASTS vs ECHO
+155.5%
+78.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.0% |
| 7D | +0.8% | +5.7% | -4.9% | -0.7% |
| 30D | -22.6% | +13.8% | -36.5% | -25.2% |
| 3M | -54.4% | +9.1% | -63.5% | -55.2% |
| 6M | -56.4% | -24.9% | -31.5% | -52.6% |
| YTD | -55.1% | -8.0% | -47.1% | -53.4% |
| 1Y | -46.9% | +42.9% | -89.8% | -49.9% |
| 3Y | +715.0% | +926.7% | -211.7% | +291.1% |
| 5Y | +153.7% | +230.4% | -76.7% | +55.1% |
| All | +233.7% | +155.5% | +78.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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