+209.1%
ASTS vs TXT
+84.1%
+125.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -14.6% |
| 7D | -29.9% | -2.5% | -27.3% | -29.2% |
| 30D | -52.2% | +12.8% | -65.0% | -54.5% |
| 3M | -55.8% | -3.6% | -52.2% | -55.4% |
| 6M | -52.7% | -6.9% | -45.8% | -51.4% |
| YTD | -58.4% | -2.2% | -56.3% | -58.1% |
| 1Y | -57.1% | +6.3% | -63.4% | -57.9% |
| 3Y | +629.5% | +10.3% | +619.2% | +606.2% |
| 5Y | +147.7% | +10.6% | +137.1% | +135.8% |
| All | +209.1% | +84.1% | +125.0% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling