+121.8%
AWK vs ELF
+357.0%
-235.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +1.7% | +5.4% | -3.6% | +1.5% |
| 30D | +5.6% | +27.0% | -21.4% | +4.3% |
| 3M | +15.9% | +113.2% | -97.3% | +11.5% |
| 6M | +4.6% | +36.6% | -32.0% | +2.6% |
| YTD | +10.1% | +44.2% | -34.2% | +7.5% |
| 1Y | +2.1% | -18.0% | +20.1% | +2.0% |
| 3Y | +9.8% | -19.9% | +29.8% | +6.9% |
| 5Y | -15.4% | +257.7% | -273.1% | -28.5% |
| All | +121.8% | +357.0% | -235.1% | +74.3% |
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 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