+255.0%
ELF vs AMBA
-54.5%
+309.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.9% |
| 3M | +113.2% | -12.7% | +125.9% | +114.7% |
| 6M | +36.6% | +11.2% | +25.4% | +27.9% |
| YTD | +44.2% | -11.2% | +55.4% | +40.9% |
| 1Y | -18.0% | -22.5% | +4.6% | -19.0% |
| 3Y | -19.9% | -1.3% | -18.6% | -29.0% |
| All | +255.0% | -54.5% | +309.6% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling