+119.3%
AMT vs ELF
+383.9%
-264.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.4% | -3.0% |
| 7D | +0.5% | +4.0% | -3.4% | +0.3% |
| 30D | +13.6% | +10.6% | +3.0% | +12.9% |
| 3M | +11.5% | +25.8% | -14.3% | +10.0% |
| 6M | +6.9% | +89.1% | -82.1% | +2.9% |
| YTD | +10.8% | +52.7% | -41.9% | +7.6% |
| 1Y | +10.3% | +51.7% | -41.4% | +7.0% |
| 3Y | +12.4% | +14.2% | -1.8% | +5.8% |
| 5Y | -20.1% | +270.7% | -290.8% | -35.1% |
| 10Y | +116.8% | +341.9% | -225.1% | +58.3% |
| All | +119.3% | +383.9% | -264.7% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling