+448.9%
ELV vs AMC
-98.1%
+547.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.8% |
| 7D | +3.3% | +2.3% | +1.0% | +3.3% |
| 30D | +4.2% | -0.7% | +4.9% | +4.2% |
| 3M | -0.1% | +35.2% | -35.3% | -0.3% |
| 6M | +41.3% | +124.6% | -83.3% | +40.7% |
| YTD | +17.4% | +69.9% | -52.4% | +17.1% |
| 1Y | +35.1% | -2.6% | +37.6% | +34.8% |
| 3Y | -3.2% | -79.8% | +76.5% | -3.1% |
| 5Y | +15.6% | -99.4% | +115.0% | +16.6% |
| 10Y | +276.8% | -98.9% | +375.7% | +283.2% |
| All | +448.9% | -98.1% | +547.0% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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