+379.8%
WULF vs AMRZ
-19.2%
+399.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.0% |
| 7D | +15.6% | -4.7% | +20.2% | +18.0% |
| 30D | +5.7% | -11.3% | +17.0% | +11.5% |
| 3M | -32.3% | -22.1% | -10.2% | -24.1% |
| 6M | +23.7% | -29.6% | +53.3% | +45.1% |
| YTD | +49.1% | -23.3% | +72.4% | +71.0% |
| 1Y | +66.3% | -23.7% | +90.0% | +87.0% |
| All | +379.8% | -19.2% | +399.1% | +440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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