+576.8%
ASTS vs COF
+155.4%
+421.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.7% | +7.1% |
| 7D | +18.5% | +1.2% | +17.3% | +17.9% |
| 30D | -8.1% | -1.4% | -6.7% | -7.6% |
| 3M | -28.2% | +19.0% | -47.2% | -33.0% |
| 6M | -26.1% | +14.9% | -41.0% | -30.1% |
| YTD | -9.0% | -10.7% | +1.7% | -5.7% |
| 1Y | +62.2% | -1.3% | +63.5% | +62.4% |
| 3Y | +1,621.9% | +124.3% | +1,497.6% | +1,217.3% |
| 5Y | +457.0% | +51.1% | +405.9% | +355.7% |
| All | +576.8% | +155.4% | +421.4% | +441.3% |
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