+1,841.8%
WULF vs AME
+17,107.9%
-15,266.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +21.9% | +2.8% | +19.1% | +21.3% |
| 30D | +4.6% | -6.3% | +10.8% | +5.9% |
| 3M | -30.9% | +5.4% | -36.3% | -31.4% |
| 6M | +29.9% | +7.4% | +22.5% | +29.0% |
| YTD | +55.4% | +16.2% | +39.3% | +52.5% |
| 1Y | +94.1% | +26.8% | +67.3% | +87.7% |
| 3Y | +892.2% | +57.5% | +834.7% | +844.8% |
| 5Y | -26.7% | +84.8% | -111.6% | -31.2% |
| 10Y | +94.0% | +424.3% | -330.3% | +72.6% |
| All | +1,841.8% | +17,107.9% | -15,266.2% | +2,396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling