+7.7%
AMT vs ELF
+45.6%
-37.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.1% |
| 7D | -2.2% | +3.4% | -5.5% | -2.3% |
| 30D | +5.8% | +5.0% | +0.8% | +5.6% |
| 3M | +12.6% | +22.6% | -10.0% | +11.8% |
| 6M | +8.3% | +104.0% | -95.7% | +6.2% |
| YTD | +11.4% | +49.3% | -37.9% | +11.5% |
| 1Y | +7.7% | +46.0% | -38.3% | +7.8% |
| All | +7.7% | +45.6% | -37.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling