+258.1%
WULF vs AMP
+2,112.0%
-1,853.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -2.6% | -1.3% | -1.3% | -2.4% |
| 3M | -34.0% | +24.2% | -58.2% | -37.3% |
| 6M | +10.0% | +24.6% | -14.6% | +4.4% |
| YTD | +45.7% | +14.8% | +30.9% | +40.8% |
| 1Y | +57.3% | +12.8% | +44.5% | +52.7% |
| 3Y | +878.9% | +69.0% | +810.0% | +804.7% |
| 5Y | -28.3% | +124.9% | -153.2% | -35.6% |
| 10Y | +82.7% | +583.5% | -500.9% | +46.1% |
| All | +258.1% | +2,112.0% | -1,853.9% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling