+650.2%
ELV vs AMCR
+97.2%
+553.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.6% |
| 7D | -2.2% | -6.3% | +4.1% | -0.7% |
| 30D | -0.2% | -7.1% | +6.9% | +1.5% |
| 3M | -6.1% | +12.7% | -18.8% | -9.0% |
| 6M | +42.8% | +5.2% | +37.7% | +40.1% |
| YTD | +14.4% | +8.1% | +6.3% | +11.1% |
| 1Y | +28.6% | +11.7% | +16.9% | +23.8% |
| 3Y | -7.4% | +9.9% | -17.3% | -11.8% |
| 5Y | +14.5% | -8.7% | +23.1% | +13.7% |
| 10Y | +257.4% | +16.8% | +240.6% | +216.6% |
| All | +650.2% | +97.2% | +553.0% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling