+199.0%
AMD vs ELV
+8.2%
+190.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +11.2% |
| 7D | -11.0% | +1.3% | -12.4% | -11.2% |
| 30D | -30.5% | +5.3% | -35.7% | -31.0% |
| 3M | -8.2% | +9.2% | -17.4% | -9.4% |
| 6M | +6.6% | +14.5% | -8.0% | +3.9% |
| YTD | +109.7% | +23.2% | +86.5% | +100.5% |
| 1Y | +88.9% | +38.0% | +50.9% | +77.0% |
| 3Y | +301.8% | -1.5% | +303.4% | +296.2% |
| All | +199.0% | +8.2% | +190.8% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling