+797.3%
WULF vs APH
+289.3%
+508.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.7% |
| 7D | +7.6% | +5.0% | +2.6% | +1.3% |
| 30D | -8.6% | -3.9% | -4.8% | -4.0% |
| 3M | -37.0% | +13.0% | -49.9% | -46.4% |
| 6M | +7.4% | +25.2% | -17.7% | -21.5% |
| YTD | +43.7% | +22.9% | +20.8% | +2.1% |
| 1Y | +86.1% | +47.8% | +38.3% | -2.6% |
| All | +797.3% | +289.3% | +508.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 3y: compounded portfolio wealth divided by compounded APH 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…
3y analysis · Full analysis span regression · 6 months rolling