+174.0%
ASTS vs TXG
-66.4%
+240.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.1% |
| 7D | -21.1% | -15.4% | -5.6% | -14.8% |
| 30D | -46.7% | -22.1% | -24.6% | -41.0% |
| 3M | -52.0% | +30.0% | -82.0% | -59.1% |
| 6M | -54.3% | +160.7% | -214.9% | -72.2% |
| YTD | -55.5% | +263.5% | -318.9% | -77.2% |
| 1Y | -50.5% | +356.0% | -406.5% | -77.6% |
| 3Y | +706.2% | +53.4% | +652.9% | +442.5% |
| All | +174.0% | -66.4% | +240.3% | +284.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling