+233.7%
ASTS vs TXG
-0.5%
+234.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.9% |
| 7D | +0.8% | -1.8% | +2.7% | +1.9% |
| 30D | -22.6% | -20.4% | -2.2% | -15.6% |
| 3M | -54.4% | +0.1% | -54.5% | -55.4% |
| 6M | -56.4% | +176.2% | -232.6% | -71.4% |
| YTD | -55.1% | +256.8% | -311.9% | -73.7% |
| 1Y | -46.9% | +255.9% | -302.8% | -69.1% |
| 3Y | +715.0% | +60.2% | +654.8% | +476.5% |
| 5Y | +153.7% | -65.1% | +218.8% | +134.6% |
| All | +233.7% | -0.5% | +234.2% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling