+122.0%
KO vs ASTS
+244.8%
-122.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +0.9% |
| 7D | +2.2% | -9.3% | +11.5% | +2.2% |
| 30D | +10.1% | -33.9% | +44.0% | +10.0% |
| 3M | +12.2% | -51.0% | +63.2% | +12.1% |
| 6M | +25.1% | -55.1% | +80.2% | +25.0% |
| YTD | +41.3% | -53.6% | +94.9% | +41.0% |
| 1Y | +41.1% | -51.0% | +92.0% | +40.7% |
| 3Y | +86.3% | +681.7% | -595.4% | +79.6% |
| 5Y | +97.8% | +182.4% | -84.6% | +90.7% |
| All | +122.0% | +244.8% | -122.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling