+219.3%
AMD vs WOLF
+45.7%
+173.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +6.5% | +17.0% | -10.5% | +1.7% |
| 30D | -15.3% | -14.3% | -1.0% | -11.3% |
| 3M | +9.7% | -10.5% | +20.2% | +11.8% |
| 6M | +13.2% | -43.7% | +56.9% | +24.5% |
| YTD | +140.6% | +50.7% | +89.9% | +98.1% |
| 1Y | +111.2% | +46.7% | +64.5% | +74.1% |
| All | +219.3% | +45.7% | +173.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling