+653.1%
ASTS vs OKLO
+86.0%
+567.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.2% | -2.0% | -10.8% |
| 7D | -29.9% | -28.4% | -1.5% | -21.2% |
| 30D | -52.2% | -50.2% | -2.0% | -39.2% |
| 3M | -55.8% | -55.3% | -0.5% | -42.1% |
| 6M | -52.7% | -71.9% | +19.2% | -27.5% |
| YTD | -58.4% | -73.2% | +14.8% | -35.4% |
| 1Y | -57.1% | -84.2% | +27.1% | -24.2% |
| All | +653.1% | +86.0% | +567.1% | +484.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling