+100.9%
AAOI vs WULF
-22.8%
+123.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.6% | -0.7% | -3.6% |
| 7D | -27.9% | -12.8% | -15.1% | -22.1% |
| 30D | -51.2% | -20.9% | -30.4% | -44.1% |
| 3M | -55.0% | -38.0% | -16.9% | -41.4% |
| 6M | -65.7% | -47.5% | -18.2% | -51.8% |
| YTD | +70.0% | +1.8% | +68.2% | +61.6% |
| 1Y | +100.9% | -22.1% | +123.0% | +124.6% |
| All | +100.9% | -22.8% | +123.7% | +124.6% |
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