+277.6%
ASTS vs TXT
+84.5%
+193.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.2% | +11.9% | +13.2% |
| 7D | +1.5% | -3.5% | +5.1% | +3.1% |
| 30D | -27.6% | +15.2% | -42.8% | -31.7% |
| 3M | -48.7% | -4.5% | -44.3% | -48.0% |
| 6M | -50.8% | -6.1% | -44.7% | -49.6% |
| YTD | -49.2% | -2.0% | -47.3% | -48.9% |
| 1Y | -46.7% | +4.2% | -50.9% | -47.4% |
| 3Y | +793.2% | +14.4% | +778.8% | +756.0% |
| 5Y | +195.6% | +12.3% | +183.3% | +180.9% |
| All | +277.6% | +84.5% | +193.1% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling