+100.5%
KO vs ASTS
+537.8%
-437.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.8% | +7.3% | -9.1% | -1.8% |
| 30D | +1.4% | -8.9% | +10.3% | +1.4% |
| 3M | +15.4% | -41.9% | +57.3% | +15.4% |
| 6M | +14.3% | -40.6% | +54.9% | +14.3% |
| YTD | +27.7% | -14.2% | +41.9% | +27.5% |
| 1Y | +32.7% | +48.9% | -16.2% | +32.1% |
| 3Y | +62.2% | +1,461.7% | -1,399.5% | +56.2% |
| 5Y | +80.0% | +404.1% | -324.1% | +73.8% |
| All | +100.5% | +537.8% | -437.2% | +91.1% |
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 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