+672.3%
WULF vs AMDL
+119.6%
+552.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +14.3% | -8.0% | +1.6% |
| 7D | +14.2% | +18.5% | -4.3% | +5.0% |
| 30D | -0.1% | -24.2% | +24.2% | +5.8% |
| 3M | -20.2% | +11.5% | -31.7% | -26.1% |
| 6M | -42.8% | -1.0% | -41.8% | -48.2% |
| YTD | +16.3% | +260.3% | -244.0% | -36.7% |
| 1Y | +8.0% | +178.2% | -170.1% | -37.2% |
| All | +672.3% | +119.6% | +552.7% | +206.2% |
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