-99.8%
AMIX vs ELV
-12.1%
-87.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -2.7% |
| 7D | -13.7% | +3.3% | -17.0% | -12.5% |
| 30D | -62.1% | +4.2% | -66.2% | -61.3% |
| 3M | -46.2% | -0.1% | -46.1% | -44.2% |
| 6M | -46.4% | +41.3% | -87.7% | -41.5% |
| YTD | -60.3% | +17.4% | -77.7% | -57.9% |
| 1Y | -79.7% | +35.1% | -114.7% | -77.4% |
| All | -99.8% | -12.1% | -87.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling