+778.2%
WULF vs AMIX
-99.9%
+878.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +7.6% | -13.7% | +21.3% | +7.8% |
| 30D | -8.6% | -62.1% | +53.4% | -7.4% |
| 3M | -37.0% | -46.2% | +9.2% | -36.6% |
| 6M | +7.4% | -46.4% | +53.8% | +7.5% |
| YTD | +43.7% | -60.3% | +103.9% | +46.6% |
| 1Y | +86.1% | -79.7% | +165.8% | +95.8% |
| All | +778.2% | -99.9% | +878.0% | +718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling