-99.8%
AMIX vs ELAN
+55.3%
-155.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.1% |
| 7D | +1.6% | -4.6% | +6.1% | +1.9% |
| 30D | -50.8% | +5.7% | -56.5% | -50.9% |
| 3M | -46.3% | -3.9% | -42.4% | -46.1% |
| 6M | -49.9% | -1.6% | -48.2% | -50.1% |
| YTD | -60.4% | +4.1% | -64.5% | -60.6% |
| 1Y | -81.7% | +25.5% | -107.2% | -81.6% |
| All | -99.8% | +55.3% | -155.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling