+832.9%
WULF vs AMDL
+115.6%
+717.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -3.7% |
| 7D | -0.6% | +20.7% | -21.3% | -6.5% |
| 30D | -3.6% | +9.4% | -13.1% | -6.7% |
| 3M | -30.4% | +5.6% | -36.0% | -34.8% |
| 6M | +12.5% | +340.3% | -327.8% | -38.4% |
| YTD | +40.5% | +253.6% | -213.2% | -20.1% |
| 1Y | +53.0% | +443.4% | -390.4% | -30.1% |
| All | +832.9% | +115.6% | +717.4% | +286.7% |
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