-18.0%
ELF vs AMBA
-20.7%
+2.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +5.4% | -11.0% | +16.3% | +6.7% |
| 30D | +27.0% | -23.2% | +50.1% | +30.8% |
| 3M | +113.2% | -12.7% | +125.9% | +113.6% |
| 6M | +36.6% | +11.2% | +25.4% | +30.7% |
| YTD | +44.2% | -11.2% | +55.4% | +39.2% |
| 1Y | -18.0% | -22.5% | +4.6% | -21.5% |
| All | -18.0% | -20.7% | +2.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling