+113.3%
ADP vs ELAN
-25.7%
+138.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.1% |
| 7D | -5.5% | +0.3% | -5.7% | -5.5% |
| 30D | -1.2% | +8.4% | -9.6% | -2.8% |
| 3M | +17.9% | +1.2% | +16.6% | +17.0% |
| 6M | +20.3% | +2.6% | +17.7% | +17.8% |
| YTD | +5.8% | +5.9% | -0.1% | +2.7% |
| 1Y | -7.7% | +25.8% | -33.5% | -14.0% |
| 3Y | +14.7% | +106.8% | -92.1% | -11.2% |
| 5Y | +45.8% | -29.3% | +75.1% | +53.3% |
| All | +113.3% | -25.7% | +138.9% | +91.6% |
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