+1,570.2%
AMAT vs ELF
+357.0%
+1,213.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.7% |
| 6M | +27.4% | +36.6% | -9.2% | +16.2% |
| YTD | +77.6% | +44.2% | +33.3% | +58.6% |
| 1Y | +188.9% | -18.0% | +206.9% | +187.8% |
| 3Y | +202.3% | -19.9% | +222.2% | +176.1% |
| 5Y | +248.9% | +257.7% | -8.8% | +106.0% |
| All | +1,570.2% | +357.0% | +1,213.2% | +701.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling