+52.8%
ASTS vs ECHO
+10.1%
+42.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +3.4% | +3.9% | +4.4% |
| 30D | -8.9% | +2.4% | -11.2% | -10.4% |
| 3M | -41.9% | -28.0% | -14.0% | -25.0% |
| 6M | -40.6% | -21.2% | -19.3% | -29.7% |
| YTD | -14.2% | -17.4% | +3.2% | -4.8% |
| All | +52.8% | +10.1% | +42.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling