+923.0%
AMAT vs ELAN
-17.0%
+940.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +11.4% | +4.0% | +7.3% | +9.8% |
| 30D | -17.0% | +18.8% | -35.8% | -22.1% |
| 3M | -30.6% | +19.0% | -49.6% | -35.2% |
| 6M | -14.9% | +22.8% | -37.8% | -22.2% |
| YTD | +44.7% | +18.3% | +26.3% | +33.1% |
| 1Y | +66.9% | +21.8% | +45.1% | +51.6% |
| 3Y | +153.3% | +153.8% | -0.5% | +59.5% |
| 5Y | +146.2% | -18.9% | +165.2% | +148.0% |
| All | +923.0% | -17.0% | +940.0% | +793.3% |
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