+365.7%
ALAB vs ELAN
+53.6%
+312.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | -13.6% | +8.4% | -21.9% | -14.9% |
| 3M | -16.6% | +1.2% | -17.8% | -17.3% |
| 6M | +142.3% | +2.6% | +139.7% | +139.3% |
| YTD | +73.6% | +5.9% | +67.7% | +71.1% |
| 1Y | +33.7% | +25.8% | +7.8% | +28.8% |
| All | +365.7% | +53.6% | +312.1% | +290.7% |
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