+565.7%
AMZN vs ELV
+278.6%
+287.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.7% |
| 7D | -0.7% | +2.8% | -3.4% | -1.2% |
| 30D | -3.9% | +4.9% | -8.8% | -4.8% |
| 3M | +6.3% | +4.9% | +1.4% | +5.0% |
| 6M | +20.8% | +45.1% | -24.3% | +11.8% |
| YTD | +11.2% | +20.7% | -9.4% | +6.1% |
| 1Y | +11.7% | +35.0% | -23.4% | +3.8% |
| 3Y | +79.4% | -2.4% | +81.9% | +74.9% |
| 5Y | +48.0% | +25.5% | +22.6% | +33.6% |
| All | +565.7% | +278.6% | +287.1% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling