+93.7%
AMC vs ELF
+76.3%
+17.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.3% | -9.2% | -11.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.3% |
| 30D | +4.4% | +6.9% | -2.5% | +2.3% |
| 3M | +15.4% | +27.2% | -11.8% | +8.0% |
| 6M | +93.7% | +84.9% | +8.8% | +62.1% |
| All | +93.7% | +76.3% | +17.4% | +62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling