+537.8%
ASTS vs WULF
+222.8%
+315.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +7.3% | +7.6% | -0.2% | +5.8% |
| 30D | -8.9% | -8.6% | -0.2% | -7.6% |
| 3M | -41.9% | -37.0% | -5.0% | -37.1% |
| 6M | -40.6% | +7.4% | -48.0% | -41.5% |
| YTD | -14.2% | +43.7% | -57.9% | -19.7% |
| 1Y | +48.9% | +86.1% | -37.3% | +32.9% |
| 3Y | +1,461.7% | +733.8% | +727.8% | +857.5% |
| 5Y | +404.1% | -33.6% | +437.7% | +218.3% |
| All | +537.8% | +222.8% | +315.0% | +274.5% |
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