+537.8%
ASTS vs TXG
+7.1%
+530.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +7.3% | +1.8% | +5.5% | +6.8% |
| 30D | -8.9% | +32.0% | -40.9% | -18.5% |
| 3M | -41.9% | +87.0% | -128.9% | -54.7% |
| 6M | -40.6% | +180.1% | -220.7% | -60.7% |
| YTD | -14.2% | +284.1% | -298.3% | -50.1% |
| 1Y | +48.9% | +361.7% | -312.8% | -21.1% |
| 3Y | +1,461.7% | +15.9% | +1,445.7% | +1,142.4% |
| 5Y | +404.1% | -66.2% | +470.3% | +367.0% |
| All | +537.8% | +7.1% | +530.7% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling