-45.3%
ACHR vs ELAN
-25.5%
-19.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.2% |
| 7D | -5.4% | -6.4% | +1.0% | -3.1% |
| 30D | -19.7% | +0.6% | -20.3% | -20.0% |
| 3M | +7.9% | 0.0% | +8.0% | +6.5% |
| 6M | -13.8% | -3.4% | -10.3% | -14.3% |
| YTD | -27.5% | +1.0% | -28.5% | -29.0% |
| 1Y | -33.9% | +24.7% | -58.7% | -40.4% |
| 3Y | -20.0% | +97.2% | -117.2% | -44.4% |
| 5Y | -44.0% | -31.5% | -12.5% | -47.8% |
| All | -45.3% | -25.5% | -19.9% | -47.8% |
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