+53.0%
WULF vs AMDL
+418.8%
-365.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.7% | +0.9% | -3.9% |
| 7D | -0.6% | +20.7% | -21.3% | -5.9% |
| 30D | -3.6% | +9.4% | -13.1% | -6.3% |
| 3M | -30.4% | +5.6% | -36.0% | -34.0% |
| 6M | +12.5% | +340.3% | -327.8% | -31.5% |
| YTD | +40.5% | +253.6% | -213.2% | -12.0% |
| 1Y | +53.0% | +443.4% | -390.4% | -1.1% |
| All | +53.0% | +418.8% | -365.8% | -1.1% |
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