+8,732.2%
AMD vs WULF
+96.0%
+8,636.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.4% |
| 7D | +14.0% | +15.6% | -1.6% | +12.4% |
| 30D | +11.0% | +5.7% | +5.2% | +10.3% |
| 3M | +9.6% | -32.3% | +41.9% | +13.2% |
| 6M | +157.1% | +23.7% | +133.4% | +152.5% |
| YTD | +143.3% | +49.1% | +94.2% | +135.1% |
| 1Y | +234.4% | +66.3% | +168.1% | +219.0% |
| 3Y | +391.2% | +851.7% | -460.5% | +288.5% |
| 5Y | +390.9% | -30.9% | +421.8% | +283.0% |
| 10Y | +8,732.2% | +86.9% | +8,645.3% | +6,802.9% |
| All | +8,732.2% | +96.0% | +8,636.2% | +6,802.9% |
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