+2.1%
WULF vs AMC
-97.6%
+99.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.2% |
| 7D | +11.0% | +3.5% | +7.5% | +10.9% |
| 30D | +9.4% | +12.5% | -3.1% | +9.1% |
| 3M | -22.6% | +23.6% | -46.2% | -23.0% |
| 6M | -45.4% | +144.4% | -189.8% | -46.6% |
| YTD | +9.8% | +108.3% | -98.5% | +7.6% |
| 1Y | +8.0% | +38.9% | -30.8% | +6.6% |
| 3Y | +1,149.5% | -58.9% | +1,208.4% | +1,139.5% |
| 5Y | -55.6% | -99.2% | +43.6% | -58.1% |
| 10Y | +34.7% | -98.8% | +133.5% | +62.6% |
| All | +2.1% | -97.6% | +99.7% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling