+174.0%
ASTS vs OKLO
+140.1%
+33.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +22.7% | -15.6% | -0.7% |
| 7D | -21.1% | -6.7% | -14.4% | -19.2% |
| 30D | -46.7% | -36.0% | -10.7% | -38.0% |
| 3M | -52.0% | -44.2% | -7.8% | -41.8% |
| 6M | -54.3% | -70.4% | +16.2% | -31.7% |
| YTD | -55.5% | -67.2% | +11.7% | -35.6% |
| 1Y | -50.5% | -77.9% | +27.5% | -20.5% |
| 3Y | +706.2% | +128.4% | +577.8% | +481.7% |
| All | +174.0% | +140.1% | +33.9% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling