+253.1%
ASTS vs WULF
+154.9%
+98.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.4% | -5.3% |
| 7D | +14.2% | +29.4% | -15.1% | +8.9% |
| 30D | -26.7% | -1.3% | -25.4% | -26.3% |
| 3M | -53.6% | -24.1% | -29.4% | -51.2% |
| 6M | -52.7% | -42.8% | -9.9% | -47.6% |
| YTD | -52.5% | +13.5% | -66.0% | -53.5% |
| 1Y | -46.5% | +3.2% | -49.7% | -46.7% |
| 3Y | +700.5% | +1,230.6% | -530.1% | +379.0% |
| 5Y | +168.5% | -54.1% | +222.6% | +78.6% |
| All | +253.1% | +154.9% | +98.2% | +117.0% |
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