+305.1%
WULF vs AMT
+1,439.7%
-1,134.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +29.4% | -2.2% | +31.5% | +29.5% |
| 30D | -1.3% | +5.8% | -7.1% | -1.6% |
| 3M | -24.1% | +12.6% | -36.7% | -24.5% |
| 6M | -42.8% | +8.3% | -51.1% | -43.1% |
| YTD | +13.5% | +11.4% | +2.1% | +12.8% |
| 1Y | +3.2% | +7.7% | -4.6% | +2.6% |
| 3Y | +1,230.6% | +14.8% | +1,215.8% | +1,210.9% |
| 5Y | -54.1% | -18.0% | -36.2% | -54.2% |
| 10Y | +39.2% | +133.0% | -93.8% | +34.3% |
| All | +305.1% | +1,439.7% | -1,134.6% | +261.4% |
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