+561.5%
AMZN vs ELF
+393.6%
+168.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | +2.6% | +7.7% | -5.2% | +1.4% |
| 3M | -2.2% | +24.7% | -26.9% | -5.7% |
| 6M | -1.0% | +114.6% | -115.7% | -12.5% |
| YTD | +15.3% | +55.8% | -40.5% | +6.1% |
| 1Y | +6.9% | +51.9% | -45.1% | -1.5% |
| 3Y | +85.4% | +24.6% | +60.8% | +62.5% |
| 5Y | +53.3% | +279.2% | -225.9% | +8.6% |
| 10Y | +620.3% | +338.7% | +281.6% | +352.5% |
| All | +561.5% | +393.6% | +168.0% | +315.7% |
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 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