-24.4%
ELF vs AMRZ
-22.6%
-1.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -3.7% |
| 7D | -1.2% | -2.0% | +0.8% | -0.6% |
| 30D | +5.9% | -9.8% | +15.7% | +8.8% |
| 3M | +99.5% | -17.2% | +116.7% | +107.2% |
| 6M | +26.5% | -26.9% | +53.5% | +37.8% |
| YTD | +37.2% | -21.5% | +58.6% | +42.1% |
| 1Y | -24.4% | -22.9% | -1.5% | -21.9% |
| All | -24.4% | -22.6% | -1.8% | -21.9% |
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