+270.0%
ELV vs AMBA
-9.0%
+279.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +3.3% | -11.0% | +14.3% | +4.2% |
| 30D | +4.2% | -23.2% | +27.3% | +6.2% |
| 3M | -0.1% | -12.7% | +12.6% | +0.1% |
| 6M | +41.3% | +11.2% | +30.0% | +37.8% |
| YTD | +17.4% | -11.2% | +28.7% | +16.4% |
| 1Y | +35.1% | -22.5% | +57.6% | +34.6% |
| 3Y | -3.2% | -1.3% | -1.9% | -8.3% |
| 5Y | +15.6% | -54.2% | +69.8% | +12.6% |
| All | +270.0% | -9.0% | +279.0% | +195.2% |
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