+86.9%
WULF vs AMBA
+2.6%
+84.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.4% | -12.5% | -6.7% |
| 7D | +15.6% | +2.5% | +13.1% | +14.2% |
| 30D | +5.7% | -16.1% | +21.9% | +11.2% |
| 3M | -32.3% | +4.6% | -36.9% | -34.8% |
| 6M | +23.7% | +29.2% | -5.5% | +10.4% |
| YTD | +49.1% | -2.9% | +52.0% | +45.2% |
| 1Y | +66.3% | -18.7% | +85.0% | +67.9% |
| 3Y | +851.7% | +14.9% | +836.8% | +769.5% |
| 5Y | -30.9% | -53.0% | +22.1% | -31.5% |
| 10Y | +86.9% | +8.3% | +78.6% | +93.7% |
| All | +86.9% | +2.6% | +84.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling