+1,505.9%
ASTS vs ECHO
+423.0%
+1,082.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +3.4% | +3.9% | +6.4% |
| 30D | -8.9% | +2.4% | -11.2% | -9.3% |
| 3M | -41.9% | -28.0% | -14.0% | -36.4% |
| 6M | -40.6% | -21.2% | -19.3% | -36.3% |
| YTD | -14.2% | -17.4% | +3.2% | -9.0% |
| 1Y | +48.9% | +33.6% | +15.3% | +44.2% |
| All | +1,505.9% | +423.0% | +1,082.9% | +825.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling