-13.0%
ELV vs AMDL
+47.6%
-60.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +22.3% | -23.8% | -1.5% |
| 7D | +1.3% | -26.2% | +27.5% | +1.4% |
| 30D | +5.3% | -57.1% | +62.4% | +5.5% |
| 3M | +9.2% | -29.8% | +39.1% | +9.1% |
| 6M | +14.5% | -22.2% | +36.8% | +13.6% |
| YTD | +23.2% | +142.1% | -118.9% | +19.3% |
| 1Y | +38.0% | +85.8% | -47.8% | +34.0% |
| All | -13.0% | +47.6% | -60.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling