+82.7%
WULF vs APO
+945.2%
-862.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +1.4% | -3.5% | +4.9% | +3.3% |
| 30D | -2.6% | -6.6% | +3.9% | +0.4% |
| 3M | -34.0% | -3.3% | -30.7% | -33.4% |
| 6M | +10.0% | +22.6% | -12.6% | -2.9% |
| YTD | +45.7% | -9.8% | +55.5% | +51.0% |
| 1Y | +57.3% | -3.9% | +61.2% | +56.6% |
| 3Y | +878.9% | +52.5% | +826.5% | +752.6% |
| 5Y | -28.3% | +134.0% | -162.3% | -45.7% |
| All | +82.7% | +945.2% | -862.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling