+352.5%
AAOI vs WULF
+83.4%
+269.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.3% |
| 7D | -0.7% | +7.6% | -8.2% | -4.4% |
| 30D | -17.9% | -8.6% | -9.3% | -14.1% |
| 3M | -48.0% | -37.0% | -11.0% | -37.0% |
| 6M | +5.8% | +7.4% | -1.6% | +6.1% |
| YTD | +202.7% | +43.7% | +159.0% | +151.2% |
| 1Y | +352.5% | +86.1% | +266.4% | +288.7% |
| All | +352.5% | +83.4% | +269.1% | +288.7% |
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 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