+233.7%
ASTS vs SPMO
+251.9%
-18.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -3.6% |
| 7D | +0.8% | +6.3% | -5.5% | -5.6% |
| 30D | -22.6% | -8.9% | -13.8% | -12.3% |
| 3M | -54.4% | -13.2% | -41.2% | -45.0% |
| 6M | -56.4% | -9.3% | -47.2% | -49.3% |
| YTD | -55.1% | +11.6% | -66.7% | -57.3% |
| 1Y | -46.9% | +13.4% | -60.3% | -49.7% |
| 3Y | +715.0% | +122.9% | +592.1% | +364.8% |
| 5Y | +153.7% | +113.9% | +39.8% | +46.0% |
| All | +233.7% | +251.9% | -18.2% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling