+195.2%
AMD vs ELF
-17.5%
+212.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.2% |
| 7D | +2.6% | +5.4% | -2.8% | +1.4% |
| 30D | -0.9% | +27.0% | -27.9% | -6.5% |
| 3M | -8.7% | +113.2% | -121.9% | -25.0% |
| 6M | +136.3% | +36.6% | +99.8% | +116.6% |
| YTD | +123.0% | +44.2% | +78.8% | +99.3% |
| 1Y | +195.2% | -18.0% | +213.2% | +219.2% |
| All | +195.2% | -17.5% | +212.7% | +219.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling