+245.2%
ELF vs AMCR
-9.8%
+255.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.1% |
| 7D | -1.2% | -1.8% | +0.7% | -0.4% |
| 30D | +5.9% | -6.0% | +11.9% | +8.8% |
| 3M | +99.5% | +18.9% | +80.6% | +85.5% |
| 6M | +26.5% | +5.7% | +20.9% | +23.2% |
| YTD | +37.2% | +11.1% | +26.1% | +30.3% |
| 1Y | -24.4% | +12.7% | -37.1% | -29.0% |
| 3Y | -23.3% | +9.6% | -32.9% | -27.8% |
| 5Y | +245.2% | -10.3% | +255.5% | +257.0% |
| All | +245.2% | -9.8% | +255.0% | +257.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling