+337.5%
AMD vs ELV
+15.3%
+322.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.4% | +4.9% |
| 7D | +2.6% | +3.3% | -0.7% | +2.1% |
| 30D | -0.9% | +4.2% | -5.1% | -1.5% |
| 3M | -8.7% | -0.1% | -8.7% | -8.9% |
| 6M | +136.3% | +41.3% | +95.1% | +122.7% |
| YTD | +123.0% | +17.4% | +105.6% | +115.0% |
| 1Y | +195.2% | +35.1% | +160.1% | +177.9% |
| 3Y | +336.3% | -3.2% | +339.6% | +329.2% |
| All | +337.5% | +15.3% | +322.2% | +303.5% |
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