+62.2%
ASTS vs TXG
+366.6%
-304.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.7% | +1.4% | +4.5% |
| 7D | +18.5% | +9.4% | +9.1% | +15.1% |
| 30D | -8.1% | +26.1% | -34.2% | -15.3% |
| 3M | -28.2% | +124.8% | -153.0% | -45.7% |
| 6M | -26.1% | +215.2% | -241.3% | -50.8% |
| YTD | -9.0% | +302.2% | -311.2% | -44.6% |
| 1Y | +62.2% | +370.9% | -308.7% | -2.9% |
| All | +62.2% | +366.6% | -304.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling