+86.1%
WULF vs AMP
+11.4%
+74.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +7.6% | +0.2% | +7.3% | +7.5% |
| 30D | -8.6% | -0.1% | -8.5% | -8.7% |
| 3M | -37.0% | +23.6% | -60.5% | -43.0% |
| 6M | +7.4% | +20.4% | -12.9% | -1.3% |
| YTD | +43.7% | +15.4% | +28.3% | +34.0% |
| 1Y | +86.1% | +11.0% | +75.2% | +75.3% |
| All | +86.1% | +11.4% | +74.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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