+247.2%
AMAT vs ELF
+259.0%
-11.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.8% |
| 7D | -1.5% | +5.4% | -6.9% | -2.7% |
| 30D | -14.8% | +27.0% | -41.8% | -19.7% |
| 3M | -9.3% | +113.2% | -122.5% | -24.9% |
| 6M | +27.4% | +36.6% | -9.2% | +16.1% |
| YTD | +77.6% | +44.2% | +33.3% | +58.2% |
| 1Y | +188.9% | -18.0% | +206.9% | +188.4% |
| 3Y | +202.3% | -19.9% | +222.2% | +170.9% |
| All | +247.2% | +259.0% | -11.8% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling