+44.0%
AKAM vs ELAN
-28.2%
+72.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +1.5% | -5.4% | +6.9% | +2.4% |
| 30D | -13.0% | +4.7% | -17.7% | -13.8% |
| 3M | -19.4% | -3.7% | -15.7% | -19.1% |
| 6M | +0.3% | -1.2% | +1.5% | -0.2% |
| YTD | +22.4% | +2.4% | +20.0% | +20.8% |
| 1Y | +34.8% | +23.4% | +11.5% | +29.0% |
| 3Y | +1.9% | +96.7% | -94.7% | -12.7% |
| 5Y | -4.6% | -30.6% | +26.0% | -7.5% |
| All | +44.0% | -28.2% | +72.1% | +45.7% |
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