-26.6%
WULF vs AMT
-30.8%
+4.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +15.6% | +1.5% | +14.1% | +15.4% |
| 30D | +5.7% | +3.7% | +2.0% | +5.2% |
| 3M | -32.3% | -7.2% | -25.1% | -31.5% |
| 6M | +23.7% | -4.2% | +27.8% | +24.1% |
| YTD | +49.1% | +1.9% | +47.2% | +47.6% |
| 1Y | +66.3% | -6.4% | +72.7% | +67.1% |
| 3Y | +851.7% | +7.7% | +843.9% | +722.0% |
| All | -26.6% | -30.8% | +4.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling