+261.4%
ELF vs AMCR
+16.5%
+244.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -10.8% | -5.0% | -5.9% | -8.9% |
| 30D | +0.8% | -8.0% | +8.8% | +4.4% |
| 3M | +64.8% | +14.3% | +50.5% | +55.9% |
| 6M | +19.0% | +5.3% | +13.6% | +15.9% |
| YTD | +25.9% | +7.7% | +18.2% | +21.1% |
| 1Y | -28.8% | +10.8% | -39.6% | -32.6% |
| 3Y | -29.6% | +9.6% | -39.2% | -33.9% |
| 5Y | +216.2% | -10.2% | +226.4% | +219.9% |
| All | +261.4% | +16.5% | +244.9% | +193.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling