+272.8%
ELV vs AMBA
+12.8%
+260.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -2.1% |
| 7D | +1.1% | 0.0% | +1.2% | +1.1% |
| 30D | +1.3% | -8.6% | +9.9% | +1.9% |
| 3M | +6.6% | -29.0% | +35.5% | +9.0% |
| 6M | +11.6% | -19.2% | +30.8% | +11.6% |
| YTD | +21.1% | -13.0% | +34.0% | +19.8% |
| 1Y | +34.2% | -31.3% | +65.5% | +35.0% |
| 3Y | -2.9% | +28.1% | -31.1% | -10.7% |
| 5Y | +4.6% | -69.4% | +74.1% | +7.3% |
| 10Y | +272.8% | +7.6% | +265.2% | +189.8% |
| All | +272.8% | +12.8% | +260.0% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling