+111.2%
AMD vs WULF
-13.4%
+124.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +10.5% | +4.3% | +10.1% |
| 7D | +6.5% | +0.2% | +6.2% | +6.7% |
| 30D | -15.3% | -8.8% | -6.5% | -12.3% |
| 3M | +9.7% | -22.5% | +32.2% | +19.8% |
| 6M | +13.2% | -46.3% | +59.5% | +39.9% |
| YTD | +140.6% | +9.3% | +131.3% | +135.1% |
| 1Y | +111.2% | -12.2% | +123.3% | +114.9% |
| All | +111.2% | -13.4% | +124.5% | +114.9% |
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 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