-22.1%
WULF vs AMIX
-92.3%
+70.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.6% | -6.6% |
| 7D | -12.8% | -25.1% | +12.3% | -12.7% |
| 30D | -20.9% | -54.5% | +33.6% | -20.6% |
| 3M | -38.0% | -91.7% | +53.7% | -37.6% |
| 6M | -47.5% | -79.4% | +31.9% | -41.7% |
| YTD | +1.8% | -86.1% | +87.9% | +13.8% |
| 1Y | -22.1% | -91.6% | +69.5% | -12.2% |
| All | -22.1% | -92.3% | +70.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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