+653.8%
WULF vs AMDL
+145.7%
+508.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.3% | -6.4% |
| 7D | +29.4% | +103.5% | -74.2% | +0.6% |
| 30D | -1.3% | -18.3% | +17.0% | +1.5% |
| 3M | -24.1% | +20.1% | -44.2% | -31.8% |
| 6M | -42.8% | +15.9% | -58.7% | -50.9% |
| YTD | +13.5% | +303.0% | -289.5% | -40.8% |
| 1Y | +3.2% | +164.0% | -160.8% | -39.3% |
| All | +653.8% | +145.7% | +508.1% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling