+183.1%
WULF vs AVTR
+3.6%
+179.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.9% | +6.3% | +7.5% |
| 7D | +21.9% | +7.4% | +14.5% | +18.9% |
| 30D | +4.6% | +12.2% | -7.6% | +0.4% |
| 3M | -30.9% | +57.4% | -88.3% | -43.5% |
| 6M | +29.9% | +86.7% | -56.8% | -1.1% |
| YTD | +55.4% | +33.1% | +22.4% | +34.7% |
| 1Y | +94.1% | +16.1% | +78.0% | +73.4% |
| 3Y | +892.2% | -24.6% | +916.8% | +927.0% |
| 5Y | -26.7% | -63.5% | +36.7% | -10.1% |
| All | +183.1% | +3.6% | +179.5% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling