+1,505.9%
ASTS vs SONY
+46.9%
+1,459.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +7.3% | -1.2% | +8.5% | +7.7% |
| 30D | -8.9% | +9.4% | -18.3% | -12.4% |
| 3M | -41.9% | +10.5% | -52.4% | -44.8% |
| 6M | -40.6% | +11.7% | -52.3% | -44.1% |
| YTD | -14.2% | -4.1% | -10.1% | -14.9% |
| 1Y | +48.9% | -11.8% | +60.6% | +51.7% |
| All | +1,505.9% | +46.9% | +1,459.0% | +1,171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling