+230.9%
ASTS vs SONY
+128.0%
+102.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.0% |
| 7D | -21.1% | +6.7% | -27.8% | -24.1% |
| 30D | -46.7% | +14.8% | -61.5% | -50.8% |
| 3M | -52.0% | +16.9% | -68.9% | -56.3% |
| 6M | -54.3% | +30.2% | -84.5% | -61.1% |
| YTD | -55.5% | +5.5% | -61.0% | -57.8% |
| 1Y | -50.5% | -4.6% | -45.9% | -50.8% |
| 3Y | +706.2% | +57.2% | +649.0% | +490.8% |
| 5Y | +165.2% | +12.1% | +153.2% | +116.9% |
| All | +230.9% | +128.0% | +102.9% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling