-2.4%
ELV vs AMCR
+6.5%
-8.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.8% |
| 7D | +2.8% | -6.3% | +9.0% | +3.7% |
| 30D | +4.9% | -7.8% | +12.7% | +6.1% |
| 3M | +4.9% | +7.5% | -2.6% | +3.5% |
| 6M | +45.1% | +2.7% | +42.4% | +44.0% |
| YTD | +20.7% | +6.0% | +14.6% | +18.9% |
| 1Y | +35.0% | +7.8% | +27.2% | +32.6% |
| 3Y | -2.4% | +5.8% | -8.2% | -4.0% |
| All | -2.4% | +6.5% | -8.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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