+93.1%
WULF vs AMBA
+772.6%
-679.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +6.1% | +6.7% | +11.3% |
| 7D | -3.1% | -7.2% | +4.2% | -0.9% |
| 30D | -21.0% | -10.4% | -10.7% | -18.4% |
| 3M | -35.5% | -30.1% | -5.3% | -29.5% |
| 6M | -55.8% | -22.4% | -33.4% | -53.8% |
| YTD | -1.0% | -17.3% | +16.3% | +1.9% |
| 1Y | -20.4% | -35.4% | +15.0% | -14.0% |
| 3Y | +972.6% | +18.6% | +954.0% | +931.2% |
| 5Y | -54.5% | -69.8% | +15.4% | -51.9% |
| 10Y | +23.7% | +1.1% | +22.6% | +29.1% |
| All | +93.1% | +772.6% | -679.5% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling