+342.6%
ADI vs ELAN
-27.0%
+369.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +2.6% | -4.6% | +7.2% | +4.1% |
| 30D | -4.6% | +5.7% | -10.3% | -6.4% |
| 3M | -9.5% | -3.9% | -5.6% | -9.0% |
| 6M | +14.8% | -1.6% | +16.5% | +13.6% |
| YTD | +35.8% | +4.1% | +31.8% | +31.7% |
| 1Y | +48.9% | +25.5% | +23.4% | +35.6% |
| 3Y | +115.6% | +103.2% | +12.4% | +56.4% |
| 5Y | +135.1% | -29.8% | +164.9% | +141.7% |
| All | +342.6% | -27.0% | +369.6% | +285.1% |
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