+854.3%
WULF vs AMDL
+95.0%
+759.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | -1.2% |
| 7D | +7.6% | +4.5% | +3.0% | +5.9% |
| 30D | -8.6% | -4.4% | -4.2% | -7.5% |
| 3M | -37.0% | -30.5% | -6.5% | -33.0% |
| 6M | +7.4% | +300.9% | -293.5% | -39.4% |
| YTD | +43.7% | +219.9% | -176.2% | -15.5% |
| 1Y | +86.1% | +374.7% | -288.6% | -11.4% |
| All | +854.3% | +95.0% | +759.3% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling