+653.1%
ASTS vs TXT
+10.0%
+643.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -14.0% |
| 7D | -29.9% | -2.5% | -27.3% | -28.6% |
| 30D | -52.2% | +12.8% | -65.0% | -56.8% |
| 3M | -55.8% | -3.6% | -52.2% | -54.8% |
| 6M | -52.7% | -6.9% | -45.8% | -50.0% |
| YTD | -58.4% | -2.2% | -56.3% | -58.3% |
| 1Y | -57.1% | +6.3% | -63.4% | -59.5% |
| All | +653.1% | +10.0% | +643.1% | +624.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling