+101.9%
AMT vs ELF
+334.6%
-232.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +1.8% | +5.9% | -4.1% | +1.5% |
| 3M | -6.2% | +99.5% | -105.7% | -9.9% |
| 6M | -5.0% | +26.5% | -31.5% | -6.6% |
| YTD | +2.1% | +37.2% | -35.1% | -0.3% |
| 1Y | -5.7% | -24.4% | +18.7% | -5.4% |
| 3Y | +7.9% | -23.3% | +31.2% | +4.9% |
| 5Y | -32.3% | +245.2% | -277.5% | -44.9% |
| All | +101.9% | +334.6% | -232.7% | +48.4% |
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