+537.8%
ASTS vs TXT
+70.8%
+467.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | -4.8% | +12.1% | +9.4% |
| 30D | -8.9% | -10.6% | +1.7% | -4.8% |
| 3M | -41.9% | -13.2% | -28.7% | -38.6% |
| 6M | -40.6% | -20.3% | -20.2% | -34.8% |
| YTD | -14.2% | -9.3% | -5.0% | -10.7% |
| 1Y | +48.9% | -2.7% | +51.5% | +51.8% |
| 3Y | +1,461.7% | +1.4% | +1,460.3% | +1,466.5% |
| 5Y | +404.1% | +9.6% | +394.6% | +393.4% |
| All | +537.8% | +70.8% | +467.0% | +509.7% |
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