+1,522.0%
AMD vs ELAN
-25.7%
+1,547.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.7% |
| 7D | +10.0% | +0.3% | +9.8% | +9.8% |
| 30D | +4.6% | +8.4% | -3.7% | +1.4% |
| 3M | +3.1% | +1.2% | +1.9% | +1.7% |
| 6M | +162.8% | +2.6% | +160.2% | +157.9% |
| YTD | +136.2% | +5.9% | +130.2% | +129.3% |
| 1Y | +234.0% | +25.8% | +208.2% | +203.6% |
| 3Y | +376.7% | +106.8% | +269.9% | +229.8% |
| 5Y | +376.3% | -29.3% | +405.6% | +407.7% |
| All | +1,522.0% | -25.7% | +1,547.7% | +1,558.0% |
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