+277.6%
ASTS vs COF
+137.0%
+140.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.6% | +15.7% | +14.7% |
| 7D | +1.5% | -5.8% | +7.3% | +3.8% |
| 30D | -27.6% | -0.3% | -27.3% | -27.6% |
| 3M | -48.7% | -8.5% | -40.2% | -47.0% |
| 6M | -50.8% | +5.6% | -56.5% | -52.1% |
| YTD | -49.2% | -17.1% | -32.1% | -45.9% |
| 1Y | -46.7% | -7.4% | -39.3% | -45.2% |
| 3Y | +793.2% | +99.1% | +694.1% | +611.9% |
| 5Y | +195.6% | +39.5% | +156.1% | +148.3% |
| All | +277.6% | +137.0% | +140.6% | +210.2% |
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 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