+201.5%
AMD vs WULF
-58.3%
+259.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.8% | -1.8% | +9.3% |
| 7D | -11.0% | -3.1% | -8.0% | -10.5% |
| 30D | -30.5% | -21.0% | -9.4% | -28.2% |
| 3M | -8.2% | -35.5% | +27.2% | -2.9% |
| 6M | +6.6% | -55.8% | +62.4% | +17.8% |
| YTD | +109.7% | -1.0% | +110.7% | +110.9% |
| 1Y | +88.9% | -20.4% | +109.3% | +93.5% |
| 3Y | +301.8% | +972.6% | -670.8% | +186.2% |
| All | +201.5% | -58.3% | +259.9% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling