-40.6%
ASTS vs OKLO
-35.3%
-5.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -2.1% |
| 7D | +7.3% | +2.8% | +4.5% | +5.5% |
| 30D | -8.9% | -4.0% | -4.9% | -7.8% |
| 3M | -41.9% | -36.9% | -5.0% | -23.3% |
| 6M | -40.6% | -37.1% | -3.5% | -17.0% |
| All | -40.6% | -35.3% | -5.3% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling