+43.3%
AMAT vs ELF
+29.9%
+13.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.1% |
| 7D | -14.7% | +4.0% | -18.7% | -15.3% |
| 30D | -36.1% | +10.6% | -46.7% | -37.2% |
| 3M | -36.9% | +25.8% | -62.7% | -39.5% |
| 6M | -22.2% | +89.1% | -111.3% | -31.8% |
| YTD | +29.9% | +52.7% | -22.8% | +14.3% |
| 1Y | +43.3% | +51.7% | -8.5% | +25.6% |
| All | +43.3% | +29.9% | +13.4% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling