+292.4%
AAOI vs WULF
+60.2%
+232.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | -23.7% | -2.6% | -21.1% | -22.3% |
| 3M | -39.0% | -34.0% | -5.1% | -27.4% |
| 6M | -17.0% | +10.0% | -27.0% | -17.8% |
| YTD | +202.2% | +45.7% | +156.5% | +147.5% |
| 1Y | +292.4% | +57.3% | +235.1% | +252.6% |
| All | +292.4% | +60.2% | +232.2% | +252.6% |
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