+715.0%
ASTS vs SONY
+63.5%
+651.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.9% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | -22.6% | +11.1% | -33.8% | -25.6% |
| 3M | -54.4% | +14.7% | -69.1% | -56.9% |
| 6M | -56.4% | +18.8% | -75.2% | -59.7% |
| YTD | -55.1% | +5.7% | -60.9% | -57.3% |
| 1Y | -46.9% | -8.1% | -38.9% | -47.1% |
| 3Y | +715.0% | +64.0% | +651.0% | +480.1% |
| All | +715.0% | +63.5% | +651.5% | +480.1% |
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 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