+95.5%
AMD vs ELV
+42.6%
+52.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.3% |
| 7D | -15.5% | +4.8% | -20.3% | -15.2% |
| 30D | -22.6% | +10.1% | -32.7% | -22.3% |
| 3M | -5.7% | +15.4% | -21.1% | -5.6% |
| 6M | +43.1% | +17.7% | +25.4% | +42.6% |
| YTD | +128.2% | +25.7% | +102.6% | +118.6% |
| 1Y | +95.5% | +39.9% | +55.6% | +80.0% |
| All | +95.5% | +42.6% | +52.8% | +80.0% |
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