-99.8%
AMIX vs ELAN
+58.1%
-157.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -3.4% | +0.3% | -3.6% | -3.4% |
| 30D | -54.4% | +8.4% | -62.7% | -54.5% |
| 3M | -45.7% | +1.2% | -47.0% | -45.8% |
| 6M | -49.2% | +2.6% | -51.8% | -49.5% |
| YTD | -60.3% | +5.9% | -66.3% | -60.5% |
| 1Y | -81.4% | +25.8% | -107.2% | -81.3% |
| All | -99.8% | +58.1% | -157.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling