+158.2%
AMAT vs ELAN
-18.6%
+176.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.5% | +8.9% | -11.4% | -5.0% |
| 30D | -26.5% | +16.8% | -43.3% | -30.2% |
| 3M | -28.6% | +20.1% | -48.7% | -33.2% |
| 6M | -14.2% | +13.2% | -27.4% | -18.9% |
| YTD | +45.5% | +18.3% | +27.2% | +35.0% |
| 1Y | +59.3% | +20.2% | +39.2% | +46.7% |
| 3Y | +153.1% | +150.6% | +2.5% | +65.3% |
| 5Y | +158.2% | -18.9% | +177.0% | +201.5% |
| All | +158.2% | -18.6% | +176.8% | +201.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling