+538.9%
ASTS vs SPMO
+299.1%
+239.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | 0.0% | +2.7% | -2.7% | -3.0% |
| 30D | -9.2% | +1.1% | -10.3% | -10.0% |
| 3M | -29.6% | +2.0% | -31.7% | -30.5% |
| 6M | -30.5% | +26.5% | -57.0% | -44.6% |
| YTD | -14.1% | +26.5% | -40.6% | -30.8% |
| 1Y | +69.1% | +27.9% | +41.2% | +37.5% |
| 3Y | +1,525.5% | +160.4% | +1,365.1% | +669.7% |
| 5Y | +425.9% | +151.5% | +274.4% | +153.9% |
| All | +538.9% | +299.1% | +239.8% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPMO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling