-51.0%
ASTS vs OKLO
-78.6%
+27.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.2% | -3.9% |
| 7D | -9.3% | +6.8% | -16.1% | -14.1% |
| 30D | -33.9% | -27.7% | -6.2% | -16.4% |
| 3M | -51.0% | -43.6% | -7.4% | -26.9% |
| 6M | -55.1% | -65.4% | +10.3% | -4.7% |
| YTD | -53.6% | -65.0% | +11.4% | -7.2% |
| 1Y | -51.0% | -77.5% | +26.5% | +36.4% |
| All | -51.0% | -78.6% | +27.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling