+390.9%
AMD vs ELAN
-30.4%
+421.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.6% |
| 7D | +14.0% | -4.6% | +18.6% | +15.8% |
| 30D | +11.0% | +5.7% | +5.3% | +8.6% |
| 3M | +9.6% | -3.9% | +13.5% | +10.1% |
| 6M | +157.1% | -1.6% | +158.7% | +155.8% |
| YTD | +143.3% | +4.1% | +139.3% | +138.0% |
| 1Y | +234.4% | +25.5% | +208.9% | +206.3% |
| 3Y | +391.2% | +103.2% | +288.0% | +246.1% |
| 5Y | +390.9% | -29.8% | +420.7% | +513.4% |
| All | +390.9% | -30.4% | +421.3% | +513.4% |
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