-91.1%
AMIX vs ELAN
+21.2%
-112.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.7% |
| 7D | -9.9% | +4.0% | -13.9% | -10.9% |
| 30D | -52.8% | +18.8% | -71.5% | -55.5% |
| 3M | -80.0% | +19.0% | -99.0% | -81.0% |
| 6M | -80.2% | +22.8% | -103.1% | -81.9% |
| YTD | -88.1% | +18.3% | -106.5% | -89.3% |
| 1Y | -91.1% | +21.8% | -112.8% | -92.0% |
| All | -91.1% | +21.2% | -112.3% | -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