-2.6%
AMC vs ELF
-17.5%
+15.0%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.9% |
| 7D | +2.3% | +5.4% | -3.0% | +1.4% |
| 30D | -0.7% | +27.0% | -27.7% | -4.8% |
| 3M | +35.2% | +113.2% | -78.0% | +20.9% |
| 6M | +124.6% | +36.6% | +88.0% | +109.8% |
| YTD | +69.9% | +44.2% | +25.6% | +59.5% |
| 1Y | -2.6% | -18.0% | +15.4% | -11.4% |
| All | -2.6% | -17.5% | +15.0% | -11.4% |
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