+82.7%
WULF vs AME
+445.1%
-362.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | +1.6% |
| 7D | +1.4% | +1.7% | -0.4% | +0.3% |
| 30D | -2.6% | -6.4% | +3.8% | +1.8% |
| 3M | -34.0% | +7.1% | -41.0% | -36.5% |
| 6M | +10.0% | +8.2% | +1.8% | +6.3% |
| YTD | +45.7% | +18.2% | +27.5% | +33.8% |
| 1Y | +57.3% | +26.7% | +30.6% | +38.3% |
| 3Y | +878.9% | +60.7% | +818.3% | +696.9% |
| 5Y | -28.3% | +91.6% | -119.9% | -44.9% |
| All | +82.7% | +445.1% | -362.4% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling