+295.7%
AMD vs WULF
+952.8%
-657.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.8% | -1.8% | +8.8% |
| 7D | -11.0% | -3.1% | -8.0% | -10.4% |
| 30D | -30.5% | -21.0% | -9.4% | -27.6% |
| 3M | -8.2% | -35.5% | +27.2% | -1.8% |
| 6M | +6.6% | -55.8% | +62.4% | +20.0% |
| YTD | +109.7% | -1.0% | +110.7% | +113.0% |
| 1Y | +88.9% | -20.4% | +109.3% | +95.4% |
| All | +295.7% | +952.8% | -657.1% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling