+540.7%
ASTS vs OWL
+32.0%
+508.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +8.8% |
| 7D | +18.5% | -3.9% | +22.4% | +21.0% |
| 30D | -8.1% | -3.7% | -4.4% | -6.6% |
| 3M | -28.2% | +21.4% | -49.6% | -36.5% |
| 6M | -26.1% | +18.3% | -44.4% | -35.9% |
| YTD | -9.0% | -20.1% | +11.1% | +1.3% |
| 1Y | +62.2% | -32.8% | +95.0% | +100.5% |
| 3Y | +1,621.9% | +8.6% | +1,613.3% | +1,444.8% |
| 5Y | +457.0% | -4.5% | +461.5% | +394.1% |
| All | +540.7% | +32.0% | +508.7% | +370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling