-91.6%
AMIX vs ELAN
+13.9%
-105.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.1% |
| 7D | -25.1% | +11.7% | -36.9% | -28.3% |
| 30D | -54.5% | +12.4% | -67.0% | -56.6% |
| 3M | -91.7% | -1.1% | -90.6% | -91.7% |
| 6M | -79.4% | +12.4% | -91.9% | -81.0% |
| YTD | -86.1% | +11.8% | -97.9% | -87.4% |
| 1Y | -91.6% | +12.5% | -104.1% | -92.0% |
| All | -91.6% | +13.9% | -105.4% | -92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling