+86.1%
WULF vs AMDL
+384.9%
-298.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | -0.9% |
| 7D | +7.6% | +4.5% | +3.0% | +6.1% |
| 30D | -8.6% | -4.4% | -4.2% | -7.6% |
| 3M | -37.0% | -30.5% | -6.5% | -33.6% |
| 6M | +7.4% | +300.9% | -293.5% | -32.3% |
| YTD | +43.7% | +219.9% | -176.2% | -6.6% |
| 1Y | +86.1% | +374.7% | -288.6% | +24.3% |
| All | +86.1% | +384.9% | -298.8% | +24.3% |
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