-90.5%
AMIX vs ELV
+37.8%
-128.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.6% | +10.9% |
| 7D | +1.2% | +1.1% | +0.1% | +2.0% |
| 30D | -45.3% | +1.3% | -46.7% | -44.7% |
| 3M | -83.1% | +6.6% | -89.6% | -82.2% |
| 6M | -76.9% | +11.6% | -88.4% | -75.3% |
| YTD | -85.3% | +21.1% | -106.3% | -85.9% |
| All | -90.5% | +37.8% | -128.3% | -93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling