+115.4%
AMD vs WULF
+3.7%
+111.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -7.3% |
| 7D | +18.9% | +11.0% | +7.9% | +13.9% |
| 30D | -6.4% | +9.4% | -15.8% | -9.6% |
| 3M | +10.6% | -22.6% | +33.2% | +21.0% |
| 6M | +19.9% | -45.4% | +65.3% | +47.4% |
| YTD | +149.4% | +9.8% | +139.5% | +144.3% |
| 1Y | +115.4% | +8.0% | +107.3% | +109.1% |
| All | +115.4% | +3.7% | +111.7% | +109.1% |
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