+328.8%
ELF vs AMBA
-10.3%
+339.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.3% |
| 7D | -1.5% | -8.1% | +6.5% | +0.2% |
| 30D | +9.5% | -10.8% | +20.3% | +11.9% |
| 3M | +29.4% | -25.9% | +55.3% | +36.6% |
| 6M | +83.7% | -13.9% | +97.6% | +81.8% |
| YTD | +49.4% | -14.0% | +63.4% | +46.3% |
| 1Y | -3.9% | -25.7% | +21.7% | -4.4% |
| 3Y | +18.2% | +21.5% | -3.3% | +0.5% |
| 5Y | +276.1% | -68.9% | +345.1% | +293.2% |
| 10Y | +332.4% | +5.2% | +327.2% | +210.2% |
| All | +328.8% | -10.3% | +339.1% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling