+195.2%
AMD vs ELV
+34.8%
+160.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.4% | +4.7% |
| 7D | +2.6% | +3.3% | -0.7% | +2.5% |
| 30D | -0.9% | +4.2% | -5.1% | -1.0% |
| 3M | -8.7% | -0.1% | -8.7% | -8.3% |
| 6M | +136.3% | +41.3% | +95.1% | +127.4% |
| YTD | +123.0% | +17.4% | +105.6% | +115.1% |
| 1Y | +195.2% | +35.1% | +160.1% | +195.1% |
| All | +195.2% | +34.8% | +160.4% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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