+174.0%
ASTS vs TXT
+7.8%
+166.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.7% |
| 7D | -21.1% | -2.5% | -18.6% | -19.7% |
| 30D | -46.7% | +14.4% | -61.1% | -53.0% |
| 3M | -52.0% | -4.9% | -47.1% | -50.6% |
| 6M | -54.3% | -10.2% | -44.0% | -50.4% |
| YTD | -55.5% | -4.1% | -51.4% | -54.9% |
| 1Y | -50.5% | +4.0% | -54.4% | -52.9% |
| 3Y | +706.2% | +8.0% | +698.3% | +617.1% |
| All | +174.0% | +7.8% | +166.2% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling