+174.0%
ASTS vs COF
+40.9%
+133.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.7% |
| 7D | -21.1% | -1.5% | -19.6% | -20.5% |
| 30D | -46.7% | +3.0% | -49.7% | -47.9% |
| 3M | -52.0% | -7.9% | -44.1% | -49.3% |
| 6M | -54.3% | +5.2% | -59.5% | -56.5% |
| YTD | -55.5% | -15.7% | -39.8% | -50.7% |
| 1Y | -50.5% | -5.5% | -45.0% | -49.1% |
| 3Y | +706.2% | +100.5% | +605.7% | +346.6% |
| All | +174.0% | +40.9% | +133.1% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling