+188.9%
AMAT vs ELAN
+41.2%
+147.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -14.8% | -6.6% | -8.2% | -12.9% |
| 3M | -9.3% | -0.8% | -8.4% | -9.9% |
| 6M | +27.4% | +0.2% | +27.1% | +24.9% |
| YTD | +77.6% | +8.3% | +69.3% | +70.4% |
| 1Y | +188.9% | +40.2% | +148.7% | +149.2% |
| All | +188.9% | +41.2% | +147.7% | +149.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling