+7,765.4%
AMD vs WULF
+34.7%
+7,730.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -8.4% |
| 7D | +18.9% | +11.0% | +7.9% | +17.8% |
| 30D | -6.4% | +9.4% | -15.8% | -7.0% |
| 3M | +10.6% | -22.6% | +33.2% | +13.4% |
| 6M | +19.9% | -45.4% | +65.3% | +26.8% |
| YTD | +149.4% | +9.8% | +139.5% | +148.5% |
| 1Y | +115.4% | +8.0% | +107.3% | +114.4% |
| 3Y | +357.3% | +1,149.5% | -792.2% | +261.9% |
| 5Y | +261.1% | -55.6% | +316.7% | +190.8% |
| All | +7,765.4% | +34.7% | +7,730.7% | +6,353.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling