+179.4%
AMAT vs ELAN
+21.9%
+157.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.2% | -2.2% |
| 7D | +4.2% | -6.4% | +10.5% | +6.3% |
| 30D | -13.5% | +0.6% | -14.1% | -14.1% |
| 3M | -8.6% | 0.0% | -8.5% | -10.1% |
| 6M | +31.6% | -3.4% | +35.0% | +29.8% |
| YTD | +77.3% | +1.0% | +76.3% | +73.7% |
| 1Y | +179.4% | +24.7% | +154.6% | +139.6% |
| All | +179.4% | +21.9% | +157.5% | +139.6% |
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