+138.3%
ADI vs ELAN
-30.9%
+169.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.5% |
| 7D | +4.6% | -5.4% | +10.0% | +6.2% |
| 30D | -1.2% | +4.7% | -5.9% | -2.6% |
| 3M | -7.8% | -3.7% | -4.2% | -7.4% |
| 6M | +19.3% | -1.2% | +20.5% | +18.0% |
| YTD | +40.9% | +2.4% | +38.5% | +37.7% |
| 1Y | +54.5% | +23.4% | +31.1% | +42.3% |
| 3Y | +123.4% | +96.7% | +26.7% | +66.7% |
| All | +138.3% | -30.9% | +169.2% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling