+1,321.9%
AMAT vs ELF
+332.6%
+989.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.7% | -3.7% |
| 7D | +11.4% | +1.6% | +9.8% | +11.0% |
| 30D | -17.0% | +9.1% | -26.2% | -18.7% |
| 3M | -30.6% | +28.2% | -58.8% | -34.7% |
| 6M | -14.9% | +119.5% | -134.5% | -30.2% |
| YTD | +44.7% | +55.2% | -10.5% | +26.8% |
| 1Y | +66.9% | +58.6% | +8.3% | +45.2% |
| 3Y | +153.3% | +21.3% | +132.0% | +109.3% |
| 5Y | +146.2% | +276.2% | -130.0% | +43.1% |
| All | +1,321.9% | +332.6% | +989.3% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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