+8.0%
ELF vs AMBA
+10.0%
-2.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -1.5% |
| 7D | -2.7% | -14.6% | +11.8% | +0.1% |
| 30D | +6.9% | -18.8% | +25.7% | +10.9% |
| 3M | +27.2% | -32.6% | +59.8% | +36.2% |
| 6M | +84.9% | -25.8% | +110.7% | +87.9% |
| YTD | +44.5% | -22.1% | +66.6% | +42.9% |
| 1Y | -6.8% | -36.2% | +29.4% | -4.9% |
| All | +8.0% | +10.0% | -2.0% | -6.0% |
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 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