+124.5%
AMT vs ELF
+354.8%
-230.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | +0.4% | +7.8% | -7.5% | -0.1% |
| 30D | +3.7% | +9.3% | -5.6% | +3.2% |
| 3M | +10.7% | +21.2% | -10.5% | +9.5% |
| 6M | +9.3% | +96.1% | -86.9% | +5.0% |
| YTD | +10.9% | +57.0% | -46.0% | +7.6% |
| 1Y | +10.5% | +61.9% | -51.3% | +6.9% |
| 3Y | +15.5% | +20.0% | -4.5% | +8.4% |
| 5Y | -20.6% | +284.8% | -305.3% | -35.5% |
| 10Y | +124.5% | +364.2% | -239.7% | +64.5% |
| All | +124.5% | +354.8% | -230.3% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling