-99.3%
AMC vs ELF
+266.1%
-365.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.9% |
| 7D | +2.6% | +4.0% | -1.4% | +2.0% |
| 30D | +9.0% | +10.6% | -1.6% | +7.1% |
| 3M | +22.2% | +25.8% | -3.6% | +17.4% |
| 6M | +91.5% | +89.1% | +2.4% | +70.9% |
| YTD | +101.3% | +52.7% | +48.5% | +85.3% |
| 1Y | +20.8% | +51.7% | -31.0% | +11.1% |
| 3Y | -71.3% | +14.2% | -85.5% | -77.2% |
| All | -99.3% | +266.1% | -365.4% | -99.8% |
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