-46.3%
ASTS vs ECHO
+36.9%
-83.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.9% | +7.2% | +8.1% |
| 7D | +1.5% | +3.0% | -1.5% | 0.0% |
| 30D | -27.6% | +6.7% | -34.3% | -30.9% |
| 3M | -48.7% | +12.4% | -61.1% | -53.0% |
| 6M | -50.8% | -20.4% | -30.4% | -42.4% |
| YTD | -49.2% | -6.9% | -42.3% | -49.9% |
| All | -46.3% | +36.9% | -83.2% | -56.6% |
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