+878.9%
WULF vs AMP
+66.7%
+812.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.9% |
| 7D | +1.4% | -0.5% | +1.9% | +2.0% |
| 30D | -2.6% | -1.3% | -1.3% | -1.6% |
| 3M | -34.0% | +24.2% | -58.2% | -50.9% |
| 6M | +10.0% | +24.6% | -14.6% | -19.0% |
| YTD | +45.7% | +14.8% | +30.9% | +16.6% |
| 1Y | +57.3% | +12.8% | +44.5% | +28.7% |
| 3Y | +878.9% | +69.0% | +810.0% | +408.7% |
| All | +878.9% | +66.7% | +812.3% | +408.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling