+86.1%
WULF vs AMT
-7.7%
+93.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.5% |
| 7D | +7.6% | -0.2% | +7.8% | +7.4% |
| 30D | -8.6% | +4.6% | -13.3% | -7.7% |
| 3M | -37.0% | -8.4% | -28.5% | -36.0% |
| 6M | +7.4% | -6.0% | +13.4% | +9.1% |
| YTD | +43.7% | +2.1% | +41.6% | +44.8% |
| 1Y | +86.1% | -6.4% | +92.5% | +88.3% |
| All | +86.1% | -7.7% | +93.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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