+537.8%
ASTS vs ECHO
+129.4%
+408.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.0% |
| 6M | -40.6% | -21.2% | -19.3% | -36.1% |
| YTD | -14.2% | -17.4% | +3.2% | -8.7% |
| 1Y | +48.9% | +33.6% | +15.3% | +42.1% |
| 3Y | +1,461.7% | +419.7% | +1,042.0% | +782.1% |
| 5Y | +404.1% | +241.7% | +162.4% | +208.6% |
| All | +537.8% | +129.4% | +408.3% | +282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling