+94.1%
WULF vs AMBA
-24.5%
+118.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.2% | +7.8% |
| 7D | +21.9% | -6.4% | +28.3% | +24.7% |
| 30D | +4.6% | -26.8% | +31.4% | +17.6% |
| 3M | -30.9% | -7.6% | -23.3% | -30.3% |
| 6M | +29.9% | +21.2% | +8.7% | +11.5% |
| YTD | +55.4% | -10.4% | +65.8% | +49.7% |
| 1Y | +94.1% | -24.4% | +118.6% | +91.7% |
| All | +94.1% | -24.5% | +118.6% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling