+160.4%
ASTS vs TXT
+8.5%
+151.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -22.6% | +13.3% | -36.0% | -31.1% |
| 3M | -54.4% | -5.0% | -49.5% | -53.0% |
| 6M | -56.4% | -8.4% | -48.0% | -53.5% |
| YTD | -55.1% | -4.0% | -51.1% | -54.5% |
| 1Y | -46.9% | +2.8% | -49.7% | -49.0% |
| 3Y | +715.0% | +10.3% | +704.7% | +612.8% |
| All | +160.4% | +8.5% | +151.8% | +117.3% |
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