+234.0%
AMD vs ELV
+30.0%
+204.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +5.9% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | +4.6% | +2.0% | +2.7% | +4.5% |
| 3M | +3.1% | -3.5% | +6.6% | +3.9% |
| 6M | +162.8% | +40.2% | +122.6% | +151.4% |
| YTD | +136.2% | +15.8% | +120.3% | +127.0% |
| 1Y | +234.0% | +33.2% | +200.8% | +250.3% |
| All | +234.0% | +30.0% | +204.0% | +250.3% |
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