+538.9%
ASTS vs WULF
+234.9%
+304.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -4.8% |
| 7D | 0.0% | +15.6% | -15.6% | -2.7% |
| 30D | -9.2% | +5.7% | -15.0% | -10.3% |
| 3M | -29.6% | -32.3% | +2.7% | -24.8% |
| 6M | -30.5% | +23.7% | -54.1% | -33.2% |
| YTD | -14.1% | +49.1% | -63.1% | -20.0% |
| 1Y | +69.1% | +66.3% | +2.8% | +54.1% |
| 3Y | +1,525.5% | +851.7% | +673.9% | +880.5% |
| 5Y | +425.9% | -30.9% | +456.8% | +229.9% |
| All | +538.9% | +234.9% | +304.0% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 10y: compounded portfolio wealth divided by compounded WULF 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…
10y analysis · Full analysis span regression · 6 months rolling