+279.2%
ELF vs AMBA
-66.8%
+346.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.8% |
| 7D | +4.3% | +2.6% | +1.7% | +3.6% |
| 30D | +7.7% | -3.6% | +11.3% | +8.4% |
| 3M | +24.7% | -24.6% | +49.3% | +31.1% |
| 6M | +114.6% | -21.6% | +136.3% | +117.1% |
| YTD | +55.8% | -11.8% | +67.6% | +51.2% |
| 1Y | +51.9% | -33.2% | +85.1% | +55.8% |
| 3Y | +24.6% | +24.5% | +0.1% | +3.7% |
| 5Y | +279.2% | -67.7% | +346.9% | +279.7% |
| All | +279.2% | -66.8% | +346.0% | +279.7% |
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