-54.3%
ASTS vs WOLF
-26.8%
-27.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +16.8% | -9.8% | +0.1% |
| 7D | -21.1% | +8.2% | -29.3% | -23.4% |
| 30D | -46.7% | -24.2% | -22.5% | -41.1% |
| 3M | -52.0% | -13.8% | -38.2% | -51.0% |
| 6M | -54.3% | -44.8% | -9.5% | -45.9% |
| All | -54.3% | -26.8% | -27.5% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling