+230.9%
ASTS vs TXT
+80.5%
+150.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.8% |
| 7D | -21.1% | -2.5% | -18.6% | -20.4% |
| 30D | -46.7% | +14.4% | -61.1% | -49.7% |
| 3M | -52.0% | -4.9% | -47.1% | -51.3% |
| 6M | -54.3% | -10.2% | -44.0% | -52.4% |
| YTD | -55.5% | -4.1% | -51.4% | -54.8% |
| 1Y | -50.5% | +4.0% | -54.4% | -51.1% |
| 3Y | +706.2% | +8.0% | +698.3% | +686.4% |
| 5Y | +165.2% | +8.4% | +156.8% | +154.2% |
| All | +230.9% | +80.5% | +150.4% | +208.2% |
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