+13.8%
AMD vs ELF
+76.3%
-62.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -13.9% | -16.9% |
| 7D | -28.6% | -2.7% | -25.9% | -28.3% |
| 30D | -37.7% | +6.9% | -44.6% | -37.7% |
| 3M | -16.1% | +27.2% | -43.3% | -17.7% |
| 6M | +13.8% | +84.9% | -71.0% | +6.0% |
| All | +13.8% | +76.3% | -62.5% | +6.0% |
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