+990.9%
AMAT vs ELAN
-17.9%
+1,008.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.4% |
| 7D | +7.0% | +4.6% | +2.3% | +5.5% |
| 30D | -20.6% | +17.4% | -38.0% | -25.1% |
| 3M | -24.8% | +16.5% | -41.3% | -29.3% |
| 6M | -10.7% | +21.9% | -32.7% | -18.2% |
| YTD | +54.3% | +17.0% | +37.3% | +42.6% |
| 1Y | +73.7% | +15.8% | +57.9% | +60.7% |
| 3Y | +168.4% | +147.9% | +20.5% | +70.6% |
| 5Y | +167.6% | -19.1% | +186.7% | +169.7% |
| All | +990.9% | -17.9% | +1,008.8% | +856.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling