+168.5%
ASTS vs OKLO
+149.0%
+19.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -3.9% |
| 7D | +14.2% | +27.3% | -13.1% | +5.1% |
| 30D | -26.7% | -23.1% | -3.6% | -19.4% |
| 3M | -53.6% | -45.8% | -7.7% | -42.8% |
| 6M | -52.7% | -66.8% | +14.1% | -31.8% |
| YTD | -52.5% | -65.9% | +13.4% | -31.8% |
| 1Y | -46.5% | -78.0% | +31.5% | -13.9% |
| 3Y | +700.5% | +137.4% | +563.1% | +467.4% |
| 5Y | +168.5% | +148.2% | +20.3% | +71.5% |
| All | +168.5% | +149.0% | +19.5% | +71.5% |
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