+4,661.8%
AMD vs ELV
+2,568.9%
+2,092.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.5% | +11.6% |
| 7D | -11.0% | +1.3% | -12.4% | -11.5% |
| 30D | -30.5% | +5.3% | -35.7% | -32.0% |
| 3M | -8.2% | +9.2% | -17.4% | -11.8% |
| 6M | +6.6% | +14.5% | -8.0% | -0.6% |
| YTD | +109.7% | +23.2% | +86.5% | +88.0% |
| 1Y | +88.9% | +38.0% | +50.9% | +61.8% |
| 3Y | +301.8% | -1.5% | +303.4% | +275.5% |
| 5Y | +229.4% | +8.5% | +220.9% | +189.6% |
| 10Y | +6,745.1% | +309.5% | +6,435.6% | +3,276.6% |
| All | +4,661.8% | +2,568.9% | +2,092.9% | +1,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling