+253.1%
ASTS vs SONY
+125.2%
+128.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.1% |
| 7D | +14.2% | -3.2% | +17.4% | +15.9% |
| 30D | -26.7% | +9.6% | -36.3% | -30.7% |
| 3M | -53.6% | +13.3% | -66.8% | -57.1% |
| 6M | -52.7% | +20.3% | -73.0% | -58.0% |
| YTD | -52.5% | +4.1% | -56.6% | -54.7% |
| 1Y | -46.5% | -11.9% | -34.6% | -44.4% |
| 3Y | +700.5% | +56.6% | +643.9% | +488.8% |
| 5Y | +168.5% | +10.9% | +157.5% | +120.8% |
| All | +253.1% | +125.2% | +128.0% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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