-46.1%
ASTS vs TXT
+4.6%
-50.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.4% |
| 7D | +2.8% | -0.8% | +3.6% | +3.4% |
| 30D | -28.8% | +13.4% | -42.2% | -35.9% |
| 3M | -48.9% | -2.5% | -46.3% | -47.4% |
| 6M | -55.6% | -6.2% | -49.4% | -52.8% |
| YTD | -49.6% | -1.3% | -48.2% | -54.8% |
| 1Y | -46.1% | +4.3% | -50.4% | -57.8% |
| All | -46.1% | +4.6% | -50.7% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling