+431.2%
ASTS vs OWL
-0.3%
+431.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.8% |
| 7D | +7.3% | -2.2% | +9.6% | +9.1% |
| 30D | -8.9% | +3.7% | -12.6% | -11.6% |
| 3M | -41.9% | +17.5% | -59.4% | -48.4% |
| 6M | -40.6% | +18.5% | -59.1% | -49.8% |
| YTD | -14.2% | -16.3% | +2.1% | -5.5% |
| 1Y | +48.9% | -29.7% | +78.6% | +85.7% |
| 3Y | +1,461.7% | +14.2% | +1,447.5% | +1,121.8% |
| All | +431.2% | -0.3% | +431.5% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 5y: compounded portfolio wealth divided by compounded OWL 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…
5y analysis · Full analysis span regression · 6 months rolling