+6,248.5%
AMD vs ELF
+357.7%
+5,890.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -13.9% | -16.4% |
| 7D | -28.6% | -2.7% | -25.9% | -27.9% |
| 30D | -37.7% | +6.9% | -44.6% | -38.8% |
| 3M | -16.1% | +27.2% | -43.3% | -21.7% |
| 6M | +13.8% | +84.9% | -71.0% | -4.9% |
| YTD | +88.8% | +44.5% | +44.4% | +65.9% |
| 1Y | +57.8% | -6.8% | +64.5% | +52.7% |
| 3Y | +260.3% | +14.2% | +246.0% | +196.4% |
| 5Y | +196.6% | +250.6% | -54.0% | +68.3% |
| 10Y | +6,064.6% | +318.0% | +5,746.6% | +2,850.5% |
| All | +6,248.5% | +357.7% | +5,890.8% | +2,946.2% |
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 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