-49.2%
ASTS vs OWL
-28.0%
-21.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.4% |
| 7D | -15.8% | +10.1% | -25.9% | -19.5% |
| 30D | -39.0% | +18.7% | -57.8% | -43.8% |
| 3M | -49.3% | -6.2% | -43.2% | -48.3% |
| 6M | -47.9% | +9.8% | -57.7% | -50.9% |
| YTD | -51.0% | -24.2% | -26.8% | -28.2% |
| 1Y | -49.2% | -26.6% | -22.6% | -22.1% |
| All | -49.2% | -28.0% | -21.1% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling