+165.0%
AMAT vs ELF
+22.3%
+142.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.8% | +8.6% | +10.8% |
| 7D | -1.1% | +7.8% | -8.9% | -2.4% |
| 30D | -26.9% | +9.3% | -36.2% | -28.2% |
| 3M | -31.2% | +21.2% | -52.4% | -33.9% |
| 6M | -14.7% | +96.1% | -110.8% | -26.2% |
| YTD | +44.7% | +57.0% | -12.3% | +29.2% |
| 1Y | +62.0% | +61.9% | +0.1% | +43.4% |
| 3Y | +165.0% | +20.0% | +144.9% | +150.0% |
| All | +165.0% | +22.3% | +142.7% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling