-99.9%
AMIX vs ELAN
+76.5%
-176.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.8% |
| 7D | +11.4% | +8.9% | +2.5% | +10.8% |
| 30D | -40.5% | +16.8% | -57.3% | -41.2% |
| 3M | -80.1% | +20.1% | -100.2% | -80.3% |
| 6M | -74.8% | +13.2% | -88.0% | -75.2% |
| YTD | -84.0% | +18.3% | -102.2% | -84.2% |
| 1Y | -89.7% | +20.2% | -109.9% | -89.8% |
| All | -99.9% | +76.5% | -176.4% | -99.9% |
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