+576.8%
ASTS vs SONY
+98.7%
+478.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.2% | +10.3% | +8.2% |
| 7D | +18.5% | -5.2% | +23.7% | +21.4% |
| 30D | -8.1% | +0.3% | -8.4% | -8.8% |
| 3M | -28.2% | +6.2% | -34.4% | -31.3% |
| 6M | -26.1% | +9.5% | -35.6% | -30.6% |
| YTD | -9.0% | -8.1% | -0.9% | -6.7% |
| 1Y | +62.2% | -17.9% | +80.1% | +75.2% |
| 3Y | +1,621.9% | +41.5% | +1,580.4% | +1,240.9% |
| 5Y | +457.0% | +11.8% | +445.2% | +378.9% |
| All | +576.8% | +98.7% | +478.0% | +447.1% |
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