+277.6%
ASTS vs TXG
+11.2%
+266.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.7% | +4.4% | +10.5% |
| 7D | +1.5% | +5.5% | -4.0% | +0.1% |
| 30D | -27.6% | -19.3% | -8.3% | -21.7% |
| 3M | -48.7% | +25.0% | -73.7% | -54.2% |
| 6M | -50.8% | +201.2% | -252.0% | -68.9% |
| YTD | -49.2% | +298.8% | -348.0% | -71.5% |
| 1Y | -46.7% | +326.6% | -373.2% | -71.1% |
| 3Y | +793.2% | +78.3% | +714.9% | +505.6% |
| 5Y | +195.6% | -61.3% | +256.9% | +162.3% |
| All | +277.6% | +11.2% | +266.4% | +237.8% |
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