+762.5%
ASTS vs TXG
+67.8%
+694.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.8% | -1.0% | -3.8% |
| 7D | +14.2% | +1.8% | +12.4% | +13.9% |
| 30D | -26.7% | -17.7% | -9.0% | -20.4% |
| 3M | -53.6% | +2.3% | -55.9% | -55.5% |
| 6M | -52.7% | +182.5% | -235.2% | -71.6% |
| YTD | -52.5% | +262.4% | -314.9% | -75.3% |
| 1Y | -46.5% | +254.1% | -300.6% | -72.1% |
| All | +762.5% | +67.8% | +694.7% | +628.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling