+890.2%
WULF vs AMDL
+131.0%
+759.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -6.0% |
| 7D | +15.6% | +29.0% | -13.4% | +6.4% |
| 30D | +5.7% | +19.1% | -13.3% | -0.3% |
| 3M | -32.3% | +1.8% | -34.1% | -35.9% |
| 6M | +23.7% | +374.4% | -350.7% | -33.9% |
| YTD | +49.1% | +278.9% | -229.8% | -17.1% |
| 1Y | +66.3% | +510.6% | -444.3% | -27.0% |
| All | +890.2% | +131.0% | +759.2% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling