+41.1%
KO vs ASTS
-52.8%
+93.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +0.6% |
| 7D | +2.2% | -9.3% | +11.5% | +1.9% |
| 30D | +10.1% | -33.9% | +44.0% | +8.7% |
| 3M | +12.2% | -51.0% | +63.2% | +9.9% |
| 6M | +25.1% | -55.1% | +80.2% | +23.1% |
| YTD | +41.3% | -53.6% | +94.9% | +40.3% |
| 1Y | +41.1% | -51.0% | +92.0% | +40.1% |
| All | +41.1% | -52.8% | +93.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling