+1,504.6%
ASTS vs TJX
+42.8%
+1,461.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -5.0% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | -9.2% | -20.3% | +11.1% | -3.0% |
| 3M | -29.6% | -23.3% | -6.4% | -23.6% |
| 6M | -30.5% | -19.7% | -10.7% | -26.6% |
| YTD | -14.1% | -17.1% | +3.1% | -11.4% |
| 1Y | +69.1% | -8.8% | +77.9% | +60.6% |
| All | +1,504.6% | +42.8% | +1,461.8% | +1,038.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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