-24.7%
WULF vs AME
+89.9%
-114.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | -0.6% |
| 7D | +1.4% | +1.7% | -0.4% | -0.8% |
| 30D | -2.6% | -6.4% | +3.8% | +6.5% |
| 3M | -34.0% | +7.1% | -41.0% | -39.5% |
| 6M | +10.0% | +8.2% | +1.8% | +1.1% |
| YTD | +45.7% | +18.2% | +27.5% | +19.4% |
| 1Y | +57.3% | +26.7% | +30.6% | +16.6% |
| 3Y | +878.9% | +60.7% | +818.3% | +478.4% |
| All | -24.7% | +89.9% | -114.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling