+15.3%
ELV vs AMRZ
-20.1%
+35.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -7.5% | +10.7% | +4.0% |
| 30D | +5.4% | -12.4% | +17.8% | +6.8% |
| 3M | +5.4% | -22.4% | +27.7% | +7.8% |
| 6M | +45.7% | -29.5% | +75.2% | +51.7% |
| YTD | +21.2% | -24.1% | +45.3% | +22.7% |
| 1Y | +35.6% | -26.3% | +61.9% | +38.0% |
| All | +15.3% | -20.1% | +35.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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