+412.9%
WULF vs AMT
+1,311.4%
-898.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | -8.6% | +4.6% | -13.3% | -8.8% |
| 3M | -37.0% | -8.4% | -28.5% | -36.8% |
| 6M | +7.4% | -6.0% | +13.4% | +7.5% |
| YTD | +43.7% | +2.1% | +41.6% | +43.4% |
| 1Y | +86.1% | -6.4% | +92.5% | +86.3% |
| 3Y | +733.8% | +8.1% | +725.8% | +723.8% |
| 5Y | -33.6% | -31.9% | -1.7% | -33.2% |
| 10Y | +76.1% | +97.1% | -21.1% | +70.9% |
| All | +412.9% | +1,311.4% | -898.5% | +359.5% |
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