-99.9%
AMIX vs ELF
-26.4%
-73.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | -16.0% | +4.0% | -20.0% | -16.4% |
| 30D | -55.4% | +10.6% | -66.0% | -56.0% |
| 3M | -87.5% | +25.8% | -113.3% | -87.9% |
| 6M | -81.2% | +89.1% | -170.3% | -81.3% |
| YTD | -86.8% | +52.7% | -139.6% | -87.1% |
| 1Y | -91.6% | +51.7% | -143.3% | -91.8% |
| All | -99.9% | -26.4% | -73.5% | -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