-44.3%
ELF vs AMDL
+95.0%
-139.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.2% | -7.1% | +0.9% |
| 7D | +5.4% | +4.5% | +0.8% | +4.7% |
| 30D | +27.0% | -4.4% | +31.4% | +27.1% |
| 3M | +113.2% | -30.5% | +143.7% | +114.4% |
| 6M | +36.6% | +300.9% | -264.3% | -2.8% |
| YTD | +44.2% | +219.9% | -175.7% | +3.5% |
| 1Y | -18.0% | +374.7% | -392.7% | -46.1% |
| All | -44.3% | +95.0% | -139.3% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling