-12.2%
ELV vs AMDL
+102.5%
-114.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.5% | 0.0% |
| 7D | +1.0% | +37.2% | -36.3% | +1.0% |
| 30D | +0.4% | -24.0% | +24.4% | +0.5% |
| 3M | +8.4% | -1.0% | +9.4% | +8.3% |
| 6M | +8.4% | -3.2% | +11.6% | +7.7% |
| YTD | +24.4% | +232.2% | -207.8% | +20.4% |
| 1Y | +33.5% | +137.7% | -104.2% | +29.7% |
| All | -12.2% | +102.5% | -114.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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