+234.4%
AMD vs WULF
+78.8%
+155.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +4.5% |
| 7D | +14.0% | +15.6% | -1.6% | +8.0% |
| 30D | +11.0% | +5.7% | +5.2% | +8.1% |
| 3M | +9.6% | -32.3% | +41.9% | +22.5% |
| 6M | +157.1% | +23.7% | +133.4% | +140.1% |
| YTD | +143.3% | +49.1% | +94.2% | +116.6% |
| 1Y | +234.4% | +66.3% | +168.1% | +218.3% |
| All | +234.4% | +78.8% | +155.6% | +218.3% |
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