-19.2%
ELV vs AMDL
+131.0%
-150.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.0% | -7.3% | -1.3% |
| 7D | -2.2% | +29.0% | -31.2% | -2.4% |
| 30D | -0.2% | +19.1% | -19.3% | -0.3% |
| 3M | -6.1% | +1.8% | -7.9% | -6.4% |
| 6M | +42.8% | +374.4% | -331.6% | +38.3% |
| YTD | +14.4% | +278.9% | -264.5% | +10.7% |
| 1Y | +28.6% | +510.6% | -482.0% | +23.8% |
| All | -19.2% | +131.0% | -150.2% | -17.4% |
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