-49.2%
ASTS vs WOLF
-3.0%
-46.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.7% |
| 7D | -15.8% | -14.5% | -1.3% | -11.1% |
| 30D | -39.0% | -32.0% | -7.0% | -30.5% |
| 3M | -49.3% | -15.8% | -33.6% | -47.9% |
| 6M | -47.9% | -36.6% | -11.4% | -43.0% |
| YTD | -51.0% | +30.9% | -81.9% | -60.2% |
| 1Y | -49.2% | +4.1% | -53.2% | -58.8% |
| All | -49.2% | -3.0% | -46.1% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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