+1,539.7%
ASTS vs COF
+128.6%
+1,411.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +7.3% | +1.8% | +5.5% | +6.4% |
| 30D | -8.9% | -0.6% | -8.3% | -8.5% |
| 3M | -41.9% | +20.3% | -62.2% | -47.8% |
| 6M | -40.6% | +13.0% | -53.6% | -44.9% |
| YTD | -14.2% | -8.3% | -5.9% | -10.8% |
| 1Y | +48.9% | -1.5% | +50.3% | +49.1% |
| All | +1,539.7% | +128.6% | +1,411.1% | +1,183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling