+30.2%
ELV vs AMDL
+503.9%
-473.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.0% | -1.4% |
| 7D | -0.3% | +19.9% | -20.2% | -0.3% |
| 30D | +2.0% | +6.3% | -4.3% | +2.0% |
| 3M | -3.5% | -9.9% | +6.4% | -3.7% |
| 6M | +40.2% | +394.3% | -354.1% | +34.6% |
| YTD | +15.8% | +257.3% | -241.5% | +11.2% |
| All | +30.2% | +503.9% | -473.7% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling