+182.4%
ASTS vs ECHO
+288.7%
-106.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.6% | -9.6% |
| 7D | -9.3% | +2.2% | -11.5% | -9.5% |
| 30D | -33.9% | +9.8% | -43.7% | -35.4% |
| 3M | -51.0% | +16.8% | -67.8% | -52.9% |
| 6M | -55.1% | -18.1% | -37.0% | -52.1% |
| YTD | -53.6% | -4.2% | -49.4% | -52.3% |
| 1Y | -51.0% | +41.2% | -92.2% | -53.8% |
| 3Y | +681.7% | +943.7% | -262.0% | +229.7% |
| 5Y | +182.4% | +277.5% | -95.1% | +69.9% |
| All | +182.4% | +288.7% | -106.3% | +69.9% |
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 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