-56.8%
AMC vs ELF
+19.7%
-76.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +5.5% | +6.3% | -0.8% | +4.7% |
| 30D | +16.1% | +8.5% | +7.6% | +15.0% |
| 3M | +43.0% | +24.4% | +18.5% | +39.2% |
| 6M | +130.7% | +94.7% | +35.9% | +113.6% |
| YTD | +121.8% | +55.9% | +65.9% | +109.7% |
| 1Y | +40.7% | +48.4% | -7.8% | +33.3% |
| 3Y | -56.8% | +24.6% | -81.4% | -72.1% |
| All | -56.8% | +19.7% | -76.5% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling