+32.7%
KO vs ASTS
+57.7%
-25.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -1.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -9.2% | +10.0% | +0.5% |
| 3M | +8.3% | -29.6% | +38.0% | +7.8% |
| 6M | +14.0% | -30.5% | +44.5% | +14.0% |
| YTD | +26.9% | -14.1% | +41.0% | +28.0% |
| 1Y | +32.7% | +69.1% | -36.4% | +32.3% |
| All | +32.7% | +57.7% | -25.0% | +32.3% |
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 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