+16.8%
ELF vs AMCR
+16.0%
+0.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | +4.0% | -5.3% | +9.3% | +6.1% |
| 30D | +10.6% | +8.7% | +1.8% | +6.4% |
| 3M | +25.8% | -3.3% | +29.1% | +27.2% |
| 6M | +89.1% | +15.1% | +74.0% | +77.9% |
| YTD | +52.7% | +12.4% | +40.3% | +44.6% |
| 1Y | +51.7% | +15.8% | +35.9% | +42.1% |
| All | +16.8% | +16.0% | +0.8% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling