+11.8%
ELF vs AMBA
+21.5%
-9.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | -1.5% | -8.1% | +6.5% | 0.0% |
| 30D | +9.5% | -10.8% | +20.3% | +11.7% |
| 3M | +29.4% | -25.9% | +55.3% | +36.2% |
| 6M | +83.7% | -13.9% | +97.6% | +81.0% |
| YTD | +49.4% | -14.0% | +63.4% | +45.2% |
| 1Y | -3.9% | -25.7% | +21.7% | -5.3% |
| All | +11.8% | +21.5% | -9.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling