+174.0%
ASTS vs ECHO
+260.3%
-86.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.2% | -8.0% |
| 7D | -21.1% | -2.4% | -18.7% | -20.5% |
| 30D | -46.7% | -3.1% | -43.6% | -46.1% |
| 3M | -52.0% | +8.7% | -60.7% | -53.0% |
| 6M | -54.3% | -24.8% | -29.5% | -50.0% |
| YTD | -55.5% | -13.0% | -42.5% | -53.1% |
| 1Y | -50.5% | +33.9% | -84.4% | -52.6% |
| 3Y | +706.2% | +791.8% | -85.6% | +256.7% |
| All | +174.0% | +260.3% | -86.3% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling