-99.9%
AMIX vs ELF
-30.4%
-69.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.2% |
| 7D | -25.5% | -2.7% | -22.7% | -25.2% |
| 30D | -56.2% | +6.9% | -63.1% | -56.5% |
| 3M | -87.4% | +27.2% | -114.6% | -87.8% |
| 6M | -80.9% | +84.9% | -165.8% | -80.8% |
| YTD | -86.8% | +44.5% | -131.3% | -87.0% |
| 1Y | -91.3% | -6.8% | -84.6% | -91.9% |
| All | -99.9% | -30.4% | -69.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling