+114.7%
ELF vs AMCR
+16.3%
+98.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | -3.8% | +10.1% | +8.0% |
| 30D | +8.5% | +8.3% | +0.2% | +3.7% |
| 3M | +24.4% | -2.7% | +27.1% | +24.7% |
| All | +114.7% | +16.3% | +98.5% | +102.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling