+1,539.7%
ASTS vs WULF
+792.4%
+747.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +7.3% | +7.6% | -0.2% | +4.9% |
| 30D | -8.9% | -8.6% | -0.2% | -6.9% |
| 3M | -41.9% | -37.0% | -5.0% | -34.2% |
| 6M | -40.6% | +7.4% | -48.0% | -42.3% |
| YTD | -14.2% | +43.7% | -57.9% | -23.4% |
| 1Y | +48.9% | +86.1% | -37.3% | +22.8% |
| All | +1,539.7% | +792.4% | +747.3% | +462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling