+165.4%
WULF vs AVTR
+0.6%
+164.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -2.6% | +6.3% | -8.9% | -4.6% |
| 3M | -34.0% | +53.3% | -87.3% | -45.5% |
| 6M | +10.0% | +78.6% | -68.7% | -14.9% |
| YTD | +45.7% | +29.2% | +16.5% | +27.7% |
| 1Y | +57.3% | +13.8% | +43.5% | +41.8% |
| 3Y | +878.9% | -27.4% | +906.4% | +927.6% |
| 5Y | -28.3% | -65.0% | +36.7% | -10.9% |
| All | +165.4% | +0.6% | +164.7% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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