+351.7%
ELF vs AMBA
+7.2%
+344.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +4.5% |
| 7D | +4.0% | -7.2% | +11.2% | +5.6% |
| 30D | +10.6% | -10.4% | +21.0% | +12.9% |
| 3M | +25.8% | -30.1% | +55.9% | +34.4% |
| 6M | +89.1% | -22.4% | +111.5% | +91.4% |
| YTD | +52.7% | -17.3% | +70.1% | +50.7% |
| 1Y | +51.7% | -35.4% | +87.1% | +56.8% |
| 3Y | +14.2% | +18.6% | -4.4% | -2.4% |
| 5Y | +270.7% | -69.8% | +340.5% | +289.8% |
| All | +351.7% | +7.2% | +344.6% | +225.1% |
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