-18.0%
ELF vs AMCR
+11.5%
-29.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +5.4% | -3.3% | +8.6% | +6.5% |
| 30D | +27.0% | -5.4% | +32.4% | +29.4% |
| 3M | +113.2% | +20.0% | +93.2% | +101.2% |
| 6M | +36.6% | 0.0% | +36.5% | +34.1% |
| YTD | +44.2% | +11.5% | +32.7% | +42.8% |
| 1Y | -18.0% | +11.4% | -29.4% | -11.5% |
| All | -18.0% | +11.5% | -29.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling