+537.8%
ASTS vs COF
+162.1%
+375.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +7.3% | +1.8% | +5.5% | +6.7% |
| 30D | -8.9% | -0.6% | -8.3% | -8.6% |
| 3M | -41.9% | +20.3% | -62.2% | -46.0% |
| 6M | -40.6% | +13.0% | -53.6% | -43.4% |
| YTD | -14.2% | -8.3% | -5.9% | -11.9% |
| 1Y | +48.9% | -1.5% | +50.3% | +49.2% |
| 3Y | +1,461.7% | +122.3% | +1,339.4% | +1,097.0% |
| 5Y | +404.1% | +52.5% | +351.6% | +309.1% |
| All | +537.8% | +162.1% | +375.7% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling