+44.9%
AMZN vs ELF
+230.6%
-185.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.1% |
| 7D | -1.0% | -6.8% | +5.8% | +0.2% |
| 30D | -9.2% | +5.1% | -14.3% | -10.2% |
| 3M | +3.4% | +79.8% | -76.4% | -7.5% |
| 6M | +18.2% | +29.7% | -11.5% | +11.5% |
| YTD | +9.3% | +31.6% | -22.3% | +2.1% |
| 1Y | +5.9% | -27.9% | +33.9% | +8.3% |
| 3Y | +82.6% | -26.4% | +109.0% | +66.5% |
| 5Y | +44.9% | +235.6% | -190.7% | -38.3% |
| All | +44.9% | +230.6% | -185.7% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling