+226.5%
ASTS vs OWL
+22.8%
+203.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.1% |
| 7D | -9.3% | +1.1% | -10.4% | -9.4% |
| 30D | -33.9% | +10.0% | -43.9% | -37.7% |
| 3M | -51.0% | -8.7% | -42.4% | -48.8% |
| 6M | -55.1% | +3.1% | -58.3% | -56.8% |
| YTD | -53.6% | -25.6% | -28.0% | -46.3% |
| 1Y | -51.0% | -25.5% | -25.5% | -42.8% |
| 3Y | +681.7% | -9.4% | +691.1% | +680.5% |
| 5Y | +182.4% | -18.2% | +200.6% | +162.4% |
| All | +226.5% | +22.8% | +203.6% | +149.2% |
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