-98.9%
AMC vs ELF
+357.0%
-455.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.9% |
| 7D | +2.3% | +5.4% | -3.0% | +1.2% |
| 30D | -0.7% | +27.0% | -27.7% | -5.9% |
| 3M | +35.2% | +113.2% | -78.0% | +14.5% |
| 6M | +124.6% | +36.6% | +88.0% | +107.4% |
| YTD | +69.9% | +44.2% | +25.6% | +54.5% |
| 1Y | -2.6% | -18.0% | +15.4% | -2.9% |
| 3Y | -79.8% | -19.9% | -59.8% | -81.9% |
| 5Y | -99.4% | +257.7% | -357.1% | -99.7% |
| All | -98.9% | +357.0% | -455.9% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling