+576.8%
ASTS vs TXG
+12.2%
+564.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.7% | +1.4% | +4.4% |
| 7D | +18.5% | +9.4% | +9.1% | +14.8% |
| 30D | -8.1% | +26.1% | -34.2% | -16.2% |
| 3M | -28.2% | +124.8% | -153.0% | -47.8% |
| 6M | -26.1% | +215.2% | -241.3% | -53.3% |
| YTD | -9.0% | +302.2% | -311.2% | -47.9% |
| 1Y | +62.2% | +370.9% | -308.7% | -14.6% |
| 3Y | +1,621.9% | +38.5% | +1,583.4% | +1,193.2% |
| 5Y | +457.0% | -64.4% | +521.4% | +407.4% |
| All | +576.8% | +12.2% | +564.6% | +517.3% |
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