-91.1%
AMIX vs ELF
+53.2%
-144.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | -2.4% |
| 7D | -9.9% | +1.6% | -11.5% | -10.9% |
| 30D | -52.8% | +9.1% | -61.9% | -56.3% |
| 3M | -80.0% | +28.2% | -108.2% | -84.6% |
| 6M | -80.2% | +119.5% | -199.8% | -86.0% |
| YTD | -88.1% | +55.2% | -143.3% | -90.7% |
| 1Y | -91.1% | +58.6% | -149.7% | -92.8% |
| All | -91.1% | +53.2% | -144.3% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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