+504.8%
WULF vs AMIX
-100.0%
+604.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.8% |
| 7D | -3.1% | -16.0% | +13.0% | -2.8% |
| 30D | -21.0% | -55.4% | +34.4% | -20.0% |
| 3M | -35.5% | -87.5% | +52.0% | -33.4% |
| 6M | -55.8% | -81.2% | +25.4% | -55.0% |
| YTD | -1.0% | -86.8% | +85.8% | +2.8% |
| 1Y | -20.4% | -91.6% | +71.2% | -16.0% |
| All | +504.8% | -100.0% | +604.7% | +473.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling