+233.7%
ASTS vs COF
+132.8%
+100.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | +0.8% | -3.4% | +4.2% | +2.1% |
| 30D | -22.6% | +0.4% | -23.0% | -22.8% |
| 3M | -54.4% | -12.5% | -41.9% | -52.1% |
| 6M | -56.4% | +8.3% | -64.7% | -57.8% |
| YTD | -55.1% | -18.6% | -36.5% | -51.9% |
| 1Y | -46.9% | -8.6% | -38.3% | -45.2% |
| 3Y | +715.0% | +94.7% | +620.3% | +555.2% |
| 5Y | +153.7% | +35.3% | +118.4% | +114.9% |
| All | +233.7% | +132.8% | +100.8% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling