+117.1%
AMAT vs ELF
+259.2%
-142.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.2% | -12.8% |
| 7D | -24.3% | -2.7% | -21.5% | -23.7% |
| 30D | -39.8% | +6.9% | -46.7% | -40.8% |
| 3M | -40.2% | +27.2% | -67.4% | -43.8% |
| 6M | -22.1% | +84.9% | -107.0% | -33.8% |
| YTD | +24.7% | +44.5% | -19.8% | +10.8% |
| 1Y | +33.3% | -6.8% | +40.0% | +29.0% |
| 3Y | +133.9% | +14.2% | +119.6% | +84.6% |
| 5Y | +117.1% | +250.6% | -133.6% | -15.1% |
| All | +117.1% | +259.2% | -142.2% | -15.1% |
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