+313.8%
ELF vs AMBA
-7.4%
+321.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +5.4% | -11.0% | +16.3% | +7.9% |
| 30D | +27.0% | -23.2% | +50.1% | +34.0% |
| 3M | +113.2% | -12.7% | +125.9% | +114.8% |
| 6M | +36.6% | +11.2% | +25.4% | +28.3% |
| YTD | +44.2% | -11.2% | +55.4% | +41.2% |
| 1Y | -18.0% | -22.5% | +4.6% | -18.8% |
| 3Y | -19.9% | -1.3% | -18.6% | -28.4% |
| 5Y | +257.7% | -54.2% | +311.9% | +245.2% |
| All | +313.8% | -7.4% | +321.3% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling