+892.2%
WULF vs AMC
-67.8%
+960.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.4% | +11.6% | +8.9% |
| 7D | +21.9% | -0.8% | +22.7% | +21.9% |
| 30D | +4.6% | -1.2% | +5.7% | +4.4% |
| 3M | -30.9% | +42.2% | -73.2% | -38.6% |
| 6M | +29.9% | +118.8% | -88.9% | +2.7% |
| YTD | +55.4% | +64.1% | -8.7% | +29.9% |
| 1Y | +94.1% | -9.5% | +103.7% | +86.0% |
| 3Y | +892.2% | -64.3% | +956.6% | +873.9% |
| All | +892.2% | -67.8% | +960.1% | +873.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling