-46.9%
ASTS vs WOLF
+29.9%
-76.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.3% | +0.8% | -3.0% |
| 7D | +0.8% | +4.4% | -3.5% | -0.4% |
| 30D | -22.6% | +1.0% | -23.7% | -22.8% |
| 3M | -54.4% | -21.2% | -33.2% | -51.3% |
| 6M | -56.4% | -60.3% | +3.9% | -43.7% |
| YTD | -55.1% | +42.6% | -97.7% | -65.6% |
| 1Y | -46.9% | +36.5% | -83.4% | -58.8% |
| All | -46.9% | +29.9% | -76.8% | -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