+277.6%
ASTS vs WULF
+142.0%
+135.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +8.9% | +5.2% | +12.4% |
| 7D | +1.5% | +13.2% | -11.6% | -0.7% |
| 30D | -27.6% | -10.1% | -17.5% | -26.0% |
| 3M | -48.7% | -27.5% | -21.2% | -45.6% |
| 6M | -50.8% | -47.1% | -3.8% | -44.7% |
| YTD | -49.2% | +7.7% | -57.0% | -49.8% |
| 1Y | -46.7% | -11.2% | -35.5% | -45.6% |
| 3Y | +793.2% | +1,217.0% | -423.8% | +437.2% |
| 5Y | +195.6% | -57.0% | +252.6% | +98.6% |
| All | +277.6% | +142.0% | +135.6% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling