-7.8%
ELF vs AMRZ
-19.3%
+11.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.2% | -3.6% |
| 7D | +3.4% | -4.0% | +7.4% | +4.6% |
| 30D | +5.0% | +12.4% | -7.4% | +1.2% |
| 3M | +22.6% | -11.5% | +34.1% | +26.7% |
| 6M | +104.0% | -21.6% | +125.6% | +115.8% |
| YTD | +49.3% | -23.4% | +72.7% | +57.1% |
| 1Y | +46.0% | -17.2% | +63.2% | +46.1% |
| All | -7.8% | -19.3% | +11.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling