+61.4%
AMAT vs ELAN
+13.9%
+47.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -4.1% |
| 7D | -11.2% | +11.7% | -22.9% | -13.9% |
| 30D | -31.9% | +12.4% | -44.3% | -34.1% |
| 3M | -32.3% | -1.1% | -31.2% | -32.1% |
| 6M | -5.4% | +12.4% | -17.8% | -10.9% |
| YTD | +44.3% | +11.8% | +32.4% | +39.2% |
| 1Y | +61.4% | +12.5% | +48.9% | +54.8% |
| All | +61.4% | +13.9% | +47.5% | +54.8% |
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