-52.0%
ASTS vs TXG
+26.6%
-78.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.4% |
| 7D | -21.1% | -15.4% | -5.6% | -16.7% |
| 30D | -46.7% | -22.1% | -24.6% | -43.1% |
| 3M | -52.0% | +30.0% | -82.0% | -59.5% |
| All | -52.0% | +26.6% | -78.6% | -59.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling