+17.2%
ABNB vs ELAN
-18.7%
+35.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.3% |
| 7D | -7.4% | -4.6% | -2.9% | -6.1% |
| 30D | -8.2% | +5.7% | -13.9% | -9.7% |
| 3M | +29.1% | -3.9% | +33.0% | +29.5% |
| 6M | +26.6% | -1.6% | +28.2% | +24.5% |
| YTD | +25.0% | +4.1% | +20.9% | +20.5% |
| 1Y | +37.0% | +25.5% | +11.5% | +23.6% |
| 3Y | +16.3% | +103.2% | -86.9% | -20.9% |
| 5Y | +2.2% | -29.8% | +32.0% | +2.8% |
| All | +17.2% | -18.7% | +35.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 all: compounded portfolio wealth divided by compounded ELAN 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…
all analysis · Full analysis span regression · 6 months rolling