-98.7%
AMC vs ELF
+383.9%
-482.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.7% |
| 7D | +2.6% | +4.0% | -1.4% | +1.8% |
| 30D | +9.0% | +10.6% | -1.6% | +6.7% |
| 3M | +22.2% | +25.8% | -3.6% | +16.2% |
| 6M | +91.5% | +89.1% | +2.4% | +65.4% |
| YTD | +101.3% | +52.7% | +48.5% | +80.8% |
| 1Y | +20.8% | +51.7% | -31.0% | +8.4% |
| 3Y | -71.3% | +14.2% | -85.5% | -76.6% |
| 5Y | -99.2% | +270.7% | -369.9% | -99.6% |
| 10Y | -98.7% | +341.9% | -440.6% | -99.5% |
| All | -98.7% | +383.9% | -482.6% | -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 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