-22.1%
WULF vs AMDL
+108.7%
-130.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -7.2% |
| 7D | -12.8% | -30.7% | +17.9% | -1.1% |
| 30D | -20.9% | -43.8% | +22.9% | -3.5% |
| 3M | -38.0% | -24.5% | -13.5% | -33.0% |
| 6M | -47.5% | +44.7% | -92.2% | -58.3% |
| YTD | +1.8% | +204.0% | -202.2% | -48.7% |
| 1Y | -22.1% | +109.1% | -131.1% | -56.0% |
| All | -22.1% | +108.7% | -130.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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