+182.4%
ASTS vs TXT
+14.4%
+168.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.3% | -10.0% |
| 7D | -9.3% | -1.1% | -8.3% | -8.4% |
| 30D | -33.9% | +17.1% | -51.0% | -42.6% |
| 3M | -51.0% | -2.6% | -48.4% | -50.5% |
| 6M | -55.1% | -4.6% | -50.6% | -53.7% |
| YTD | -53.6% | -0.3% | -53.3% | -54.4% |
| 1Y | -51.0% | +5.9% | -56.9% | -54.0% |
| 3Y | +681.7% | +14.4% | +667.3% | +563.1% |
| 5Y | +182.4% | +15.9% | +166.5% | +129.5% |
| All | +182.4% | +14.4% | +168.0% | +129.5% |
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 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