+277.6%
ASTS vs SONY
+128.5%
+149.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.2% | +13.9% | +14.0% |
| 7D | +1.5% | +6.1% | -4.5% | -2.0% |
| 30D | -27.6% | +12.2% | -39.8% | -32.3% |
| 3M | -48.7% | +15.3% | -64.1% | -53.0% |
| 6M | -50.8% | +34.3% | -85.1% | -58.9% |
| YTD | -49.2% | +5.7% | -54.9% | -51.9% |
| 1Y | -46.7% | -2.3% | -44.3% | -47.6% |
| 3Y | +793.2% | +67.1% | +726.1% | +533.4% |
| 5Y | +195.6% | +13.0% | +182.6% | +141.2% |
| All | +277.6% | +128.5% | +149.1% | +181.9% |
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