-3.9%
ELF vs AMRZ
-11.5%
+7.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +0.6% |
| 7D | -1.5% | +10.3% | -11.8% | -4.1% |
| 30D | +9.5% | +18.7% | -9.2% | +4.6% |
| 3M | +29.4% | -14.6% | +44.0% | +33.6% |
| 6M | +83.7% | -12.9% | +96.6% | +86.6% |
| YTD | +49.4% | -17.4% | +66.8% | +49.4% |
| 1Y | -3.9% | -12.3% | +8.4% | -15.0% |
| All | -3.9% | -11.5% | +7.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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