+136.3%
AMD vs WULF
+6.9%
+129.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.9% |
| 7D | +2.6% | +7.6% | -5.0% | -1.0% |
| 30D | -0.9% | -8.6% | +7.7% | +2.4% |
| 3M | -8.7% | -37.0% | +28.2% | +8.3% |
| 6M | +136.3% | +7.4% | +128.9% | +132.2% |
| All | +136.3% | +6.9% | +129.5% | +132.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling