+292.0%
WULF vs AMT
+1,454.7%
-1,162.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.3% |
| 7D | +11.0% | +1.5% | +9.5% | +10.9% |
| 30D | +9.4% | +6.8% | +2.5% | +9.0% |
| 3M | -22.6% | +11.2% | -33.8% | -23.0% |
| 6M | -45.4% | +12.5% | -57.9% | -45.8% |
| YTD | +9.8% | +12.5% | -2.7% | +9.1% |
| 1Y | +8.0% | +10.1% | -2.1% | +7.4% |
| 3Y | +1,149.5% | +16.0% | +1,133.5% | +1,130.5% |
| 5Y | -55.6% | -17.2% | -38.4% | -55.6% |
| 10Y | +34.7% | +135.2% | -100.5% | +29.9% |
| All | +292.0% | +1,454.7% | -1,162.7% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling