-98.7%
AMC vs ELF
+335.0%
-433.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.8% | +4.3% | -7.1% | -3.7% |
| 30D | +14.0% | +7.7% | +6.3% | +12.2% |
| 3M | +42.5% | +24.7% | +17.8% | +35.7% |
| 6M | +142.6% | +114.6% | +27.9% | +103.6% |
| YTD | +119.2% | +55.8% | +63.4% | +95.9% |
| 1Y | +40.7% | +51.9% | -11.2% | +26.2% |
| 3Y | -57.3% | +24.6% | -81.9% | -66.1% |
| 5Y | -99.1% | +279.2% | -378.3% | -99.6% |
| 10Y | -98.7% | +338.7% | -437.5% | -99.5% |
| All | -98.7% | +335.0% | -433.8% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling