+337.5%
AMD vs ELF
+259.0%
+78.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.1% |
| 7D | +2.6% | +5.4% | -2.8% | +1.1% |
| 30D | -0.9% | +27.0% | -27.9% | -7.8% |
| 3M | -8.7% | +113.2% | -121.9% | -27.3% |
| 6M | +136.3% | +36.6% | +99.8% | +111.4% |
| YTD | +123.0% | +44.2% | +78.8% | +94.4% |
| 1Y | +195.2% | -18.0% | +213.2% | +196.7% |
| 3Y | +336.3% | -19.9% | +356.3% | +281.5% |
| All | +337.5% | +259.0% | +78.6% | +31.4% |
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