-89.7%
AMIX vs ELAN
+21.7%
-111.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +11.4% | +8.9% | +2.5% | +8.4% |
| 30D | -40.5% | +16.8% | -57.3% | -43.6% |
| 3M | -80.1% | +20.1% | -100.2% | -81.1% |
| 6M | -74.8% | +13.2% | -88.0% | -76.4% |
| YTD | -84.0% | +18.3% | -102.2% | -85.5% |
| 1Y | -89.7% | +20.2% | -109.9% | -90.3% |
| All | -89.7% | +21.7% | -111.4% | -90.3% |
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