+117.5%
ADM vs ELAN
-27.0%
+144.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | +1.4% | -4.6% | +5.9% | +2.1% |
| 30D | +8.2% | +5.7% | +2.5% | +7.1% |
| 3M | +8.7% | -3.9% | +12.6% | +8.9% |
| 6M | +29.1% | -1.6% | +30.7% | +27.9% |
| YTD | +53.7% | +4.1% | +49.6% | +50.6% |
| 1Y | +43.2% | +25.5% | +17.7% | +35.5% |
| 3Y | +21.4% | +103.2% | -81.8% | 0.0% |
| 5Y | +67.1% | -29.8% | +96.9% | +75.3% |
| All | +117.5% | -27.0% | +144.5% | +97.5% |
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