+537.8%
ASTS vs SONY
+107.4%
+430.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +7.3% | -1.2% | +8.5% | +7.9% |
| 30D | -8.9% | +9.4% | -18.3% | -13.4% |
| 3M | -41.9% | +10.5% | -52.4% | -45.3% |
| 6M | -40.6% | +11.7% | -52.3% | -44.5% |
| YTD | -14.2% | -4.1% | -10.1% | -13.7% |
| 1Y | +48.9% | -11.8% | +60.6% | +55.0% |
| 3Y | +1,461.7% | +45.9% | +1,415.8% | +1,101.5% |
| 5Y | +404.1% | +16.3% | +387.8% | +325.4% |
| All | +537.8% | +107.4% | +430.4% | +405.7% |
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