+513.2%
ASTS vs TMO
+101.4%
+411.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -3.6% | -2.5% | -1.1% | -2.5% |
| 30D | -16.4% | -0.3% | -16.1% | -16.3% |
| 3M | -31.4% | +25.3% | -56.6% | -39.2% |
| 6M | -31.6% | +20.9% | -52.4% | -38.8% |
| YTD | -17.5% | +4.3% | -21.8% | -20.2% |
| 1Y | +59.4% | +27.0% | +32.4% | +40.1% |
| 3Y | +1,460.2% | +17.5% | +1,442.7% | +1,296.3% |
| 5Y | +413.4% | +6.9% | +406.4% | +372.8% |
| All | +513.2% | +101.4% | +411.8% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling