+431.2%
ASTS vs ECHO
+242.1%
+189.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +3.4% | +3.9% | +6.3% |
| 30D | -8.9% | +2.4% | -11.2% | -9.4% |
| 3M | -41.9% | -28.0% | -14.0% | -35.5% |
| 6M | -40.6% | -21.2% | -19.3% | -35.7% |
| YTD | -14.2% | -17.4% | +3.2% | -8.3% |
| 1Y | +48.9% | +33.6% | +15.3% | +41.5% |
| 3Y | +1,461.7% | +419.7% | +1,042.0% | +707.2% |
| All | +431.2% | +242.1% | +189.1% | +233.6% |
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 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