+66.3%
WULF vs AMIX
-81.1%
+147.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +15.6% | +1.6% | +14.0% | +15.6% |
| 30D | +5.7% | -50.8% | +56.5% | +5.9% |
| 3M | -32.3% | -46.3% | +14.0% | -23.7% |
| 6M | +23.7% | -49.9% | +73.5% | +39.3% |
| YTD | +49.1% | -60.4% | +109.5% | +68.9% |
| 1Y | +66.3% | -81.7% | +148.0% | +115.4% |
| All | +66.3% | -81.1% | +147.4% | +115.4% |
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