+1,194.6%
AMAT vs ELAN
-27.0%
+1,221.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.2% |
| 7D | +6.9% | -4.6% | +11.5% | +8.7% |
| 30D | -10.1% | +5.7% | -15.8% | -12.4% |
| 3M | -6.0% | -3.9% | -2.1% | -5.7% |
| 6M | +38.6% | -1.6% | +40.3% | +36.6% |
| YTD | +83.1% | +4.1% | +79.0% | +76.7% |
| 1Y | +188.3% | +25.5% | +162.8% | +158.4% |
| 3Y | +225.3% | +103.2% | +122.1% | +121.2% |
| 5Y | +262.0% | -29.8% | +291.7% | +284.5% |
| All | +1,194.6% | -27.0% | +1,221.6% | +1,085.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling