-49.2%
ASTS vs COF
-4.4%
-44.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | -15.8% | +0.7% | -16.5% | -16.4% |
| 30D | -39.0% | +5.7% | -44.8% | -41.4% |
| 3M | -49.3% | -6.7% | -42.6% | -47.1% |
| 6M | -47.9% | +9.5% | -57.4% | -52.3% |
| YTD | -51.0% | -13.9% | -37.1% | -42.5% |
| 1Y | -49.2% | -5.1% | -44.1% | -49.2% |
| All | -49.2% | -4.4% | -44.7% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling