-22.1%
WULF vs AME
+21.1%
-43.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.0% | +0.7% |
| 7D | -12.8% | -4.4% | -8.4% | -6.0% |
| 30D | -20.9% | -5.9% | -15.0% | -11.8% |
| 3M | -38.0% | -6.5% | -31.5% | -30.0% |
| 6M | -47.5% | +3.2% | -50.7% | -48.2% |
| YTD | +1.8% | +16.0% | -14.2% | -10.4% |
| 1Y | -22.1% | +20.4% | -42.5% | -33.4% |
| All | -22.1% | +21.1% | -43.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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