+59.4%
ASTS vs WULF
+53.1%
+6.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -1.2% |
| 7D | -3.6% | -0.6% | -3.0% | -3.2% |
| 30D | -16.4% | -3.6% | -12.7% | -15.6% |
| 3M | -31.4% | -30.4% | -1.0% | -20.1% |
| 6M | -31.6% | +12.5% | -44.0% | -36.9% |
| YTD | -17.5% | +40.5% | -58.0% | -32.9% |
| 1Y | +59.4% | +53.0% | +6.4% | +38.6% |
| All | +59.4% | +53.1% | +6.3% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling