+51.7%
ELF vs AMDL
+62.4%
-10.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +22.3% | -16.6% | +4.3% |
| 7D | +4.0% | -26.2% | +30.2% | +5.1% |
| 30D | +10.6% | -57.1% | +67.7% | +14.8% |
| 3M | +25.8% | -29.8% | +55.7% | +26.1% |
| 6M | +89.1% | -22.2% | +111.3% | +81.2% |
| YTD | +52.7% | +142.1% | -89.4% | +19.7% |
| 1Y | +51.7% | +85.8% | -34.1% | +24.8% |
| All | +51.7% | +62.4% | -10.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling