+7.0%
AMT vs ELF
-17.1%
+24.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | -0.2% | +5.4% | -5.6% | -0.2% |
| 30D | +4.6% | +27.0% | -22.3% | +4.8% |
| 3M | -8.4% | +113.2% | -121.6% | -7.8% |
| 6M | -6.0% | +36.6% | -42.6% | -5.7% |
| YTD | +2.1% | +44.2% | -42.1% | +2.7% |
| 1Y | -6.4% | -18.0% | +11.6% | -6.6% |
| All | +7.0% | -17.1% | +24.1% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling