-99.8%
AMIX vs ELF
-30.5%
-69.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -13.7% | +5.4% | -19.1% | -14.3% |
| 30D | -62.1% | +27.0% | -89.0% | -63.3% |
| 3M | -46.2% | +113.2% | -159.4% | -45.0% |
| 6M | -46.4% | +36.6% | -83.0% | -47.8% |
| YTD | -60.3% | +44.2% | -104.5% | -60.8% |
| 1Y | -79.7% | -18.0% | -61.7% | -81.3% |
| All | -99.8% | -30.5% | -69.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling