+196.1%
ASTS vs OKLO
+168.4%
+27.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +14.0% | +0.1% | +9.3% |
| 7D | +1.5% | +14.1% | -12.6% | -2.9% |
| 30D | -27.6% | -22.7% | -5.0% | -21.0% |
| 3M | -48.7% | -44.6% | -4.2% | -37.7% |
| 6M | -50.8% | -63.0% | +12.1% | -31.6% |
| YTD | -49.2% | -62.6% | +13.4% | -29.6% |
| 1Y | -46.7% | -76.2% | +29.5% | -17.1% |
| 3Y | +793.2% | +160.8% | +632.4% | +575.4% |
| 5Y | +195.6% | +172.5% | +23.1% | +118.7% |
| All | +196.1% | +168.4% | +27.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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