-10.9%
ELF vs AMRZ
-13.6%
+2.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -1.9% | +7.3% | +5.9% |
| 30D | +27.0% | -16.9% | +43.9% | +33.4% |
| 3M | +113.2% | -19.2% | +132.4% | +124.9% |
| 6M | +36.6% | -29.3% | +65.9% | +52.3% |
| YTD | +44.2% | -18.0% | +62.2% | +49.0% |
| 1Y | -18.0% | -15.1% | -2.9% | -17.3% |
| All | -10.9% | -13.6% | +2.7% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling