-45.4%
WULF vs AMT
+10.6%
-56.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -2.6% |
| 7D | +11.0% | +1.5% | +9.5% | +12.1% |
| 30D | +9.4% | +6.8% | +2.5% | +14.3% |
| 3M | -22.6% | +11.2% | -33.8% | -18.4% |
| 6M | -45.4% | +12.5% | -57.9% | -39.1% |
| All | -45.4% | +10.6% | -56.0% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling