+932.4%
WULF vs AMDL
+117.8%
+814.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +11.7% | -3.5% | +4.5% |
| 7D | +21.9% | +19.9% | +2.0% | +15.0% |
| 30D | +4.6% | +6.3% | -1.7% | +2.4% |
| 3M | -30.9% | -9.9% | -21.0% | -32.0% |
| 6M | +29.9% | +394.3% | -364.4% | -31.6% |
| YTD | +55.4% | +257.3% | -201.9% | -11.8% |
| 1Y | +94.1% | +508.5% | -414.4% | -14.7% |
| All | +932.4% | +117.8% | +814.6% | +327.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling