+119.1%
KO vs ASTS
+230.9%
-111.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | 0.0% |
| 7D | +1.7% | -21.1% | +22.8% | +1.6% |
| 30D | +11.5% | -46.7% | +58.2% | +11.3% |
| 3M | +10.8% | -52.0% | +62.8% | +10.7% |
| 6M | +22.3% | -54.3% | +76.5% | +22.1% |
| YTD | +39.5% | -55.5% | +95.0% | +39.2% |
| 1Y | +42.2% | -50.5% | +92.7% | +41.8% |
| 3Y | +83.1% | +706.2% | -623.2% | +76.3% |
| 5Y | +94.8% | +165.2% | -70.4% | +87.8% |
| All | +119.1% | +230.9% | -111.8% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling