+244.8%
ASTS vs WULF
+145.6%
+99.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.1% | -9.0% |
| 7D | -9.3% | +0.2% | -9.6% | -9.1% |
| 30D | -33.9% | -8.8% | -25.1% | -32.6% |
| 3M | -51.0% | -22.5% | -28.5% | -48.7% |
| 6M | -55.1% | -46.3% | -8.8% | -49.7% |
| YTD | -53.6% | +9.3% | -62.9% | -54.3% |
| 1Y | -51.0% | -12.2% | -38.8% | -49.9% |
| 3Y | +681.7% | +1,181.6% | -500.0% | +370.8% |
| 5Y | +182.4% | -55.4% | +237.8% | +89.0% |
| All | +244.8% | +145.6% | +99.3% | +113.3% |
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