+174.0%
ASTS vs OWL
-27.6%
+201.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.6% |
| 7D | -21.1% | -4.9% | -16.2% | -18.2% |
| 30D | -46.7% | +7.8% | -54.5% | -49.9% |
| 3M | -52.0% | -12.7% | -39.3% | -48.0% |
| 6M | -54.3% | -2.8% | -51.5% | -54.6% |
| YTD | -55.5% | -30.1% | -25.4% | -44.9% |
| 1Y | -50.5% | -29.1% | -21.4% | -38.8% |
| 3Y | +706.2% | -12.3% | +718.5% | +657.2% |
| All | +174.0% | -27.6% | +201.6% | +134.3% |
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