+160.4%
ASTS vs OWL
-21.6%
+182.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +1.5% | -0.7% | +0.1% |
| 30D | -22.6% | +13.4% | -36.1% | -29.7% |
| 3M | -54.4% | -21.2% | -33.2% | -46.4% |
| 6M | -56.4% | +4.0% | -60.4% | -58.7% |
| YTD | -55.1% | -29.0% | -26.1% | -44.7% |
| 1Y | -46.9% | -28.4% | -18.5% | -34.5% |
| 3Y | +715.0% | -14.5% | +729.5% | +682.5% |
| All | +160.4% | -21.6% | +182.0% | +142.7% |
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