+115.4%
AMD vs WOLF
+29.9%
+85.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.4% | -6.5% |
| 7D | +18.9% | +4.4% | +14.6% | +17.5% |
| 30D | -6.4% | +1.0% | -7.5% | -6.3% |
| 3M | +10.6% | -21.2% | +31.8% | +17.4% |
| 6M | +19.9% | -60.3% | +80.2% | +47.0% |
| YTD | +149.4% | +42.6% | +106.8% | +108.8% |
| 1Y | +115.4% | +36.5% | +78.9% | +81.1% |
| All | +115.4% | +29.9% | +85.5% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling