+277.7%
ELF vs AMCR
+16.8%
+260.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -2.9% |
| 7D | -6.8% | -6.3% | -0.5% | -4.2% |
| 30D | +5.1% | -7.1% | +12.2% | +8.4% |
| 3M | +79.8% | +12.7% | +67.1% | +71.0% |
| 6M | +29.7% | +5.2% | +24.6% | +26.5% |
| YTD | +31.6% | +8.1% | +23.6% | +26.4% |
| 1Y | -27.9% | +11.7% | -39.6% | -32.1% |
| 3Y | -26.4% | +9.9% | -36.3% | -31.0% |
| 5Y | +235.6% | -8.7% | +244.3% | +237.1% |
| All | +277.7% | +16.8% | +260.8% | +205.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling