+457.0%
ASTS vs WULF
-30.0%
+487.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.2% | -2.1% | +4.3% |
| 7D | +18.5% | +21.9% | -3.4% | +13.3% |
| 30D | -8.1% | +4.6% | -12.7% | -9.2% |
| 3M | -28.2% | -30.9% | +2.8% | -22.7% |
| 6M | -26.1% | +29.9% | -56.0% | -30.4% |
| YTD | -9.0% | +55.4% | -64.4% | -17.6% |
| 1Y | +62.2% | +94.1% | -32.0% | +39.4% |
| 3Y | +1,621.9% | +892.2% | +729.7% | +791.2% |
| 5Y | +457.0% | -26.7% | +483.8% | +229.7% |
| All | +457.0% | -30.0% | +487.0% | +229.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling