+1,505.9%
ASTS vs OKLO
+296.8%
+1,209.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.9% |
| 7D | +7.3% | +2.8% | +4.5% | +6.5% |
| 30D | -8.9% | -4.0% | -4.9% | -8.0% |
| 3M | -41.9% | -36.9% | -5.0% | -32.4% |
| 6M | -40.6% | -37.1% | -3.5% | -31.4% |
| YTD | -14.2% | -42.5% | +28.3% | +2.6% |
| 1Y | +48.9% | -40.7% | +89.6% | +80.3% |
| All | +1,505.9% | +296.8% | +1,209.1% | +880.3% |
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