-59.2%
ASTS vs OKLO
-64.9%
+5.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.2% | -3.7% |
| 7D | -9.3% | +6.8% | -16.1% | -13.6% |
| 30D | -33.9% | -27.7% | -6.2% | -14.4% |
| 3M | -51.0% | -43.6% | -7.4% | -24.1% |
| All | -59.2% | -64.9% | +5.7% | -2.7% |
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