-99.8%
AMIX vs ELAN
+61.6%
-161.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -1.9% |
| 7D | -13.7% | +1.6% | -15.3% | -13.8% |
| 30D | -62.1% | -6.6% | -55.5% | -62.0% |
| 3M | -46.2% | -0.8% | -45.3% | -46.2% |
| 6M | -46.4% | +0.2% | -46.7% | -46.8% |
| YTD | -60.3% | +8.3% | -68.5% | -60.5% |
| 1Y | -79.7% | +40.2% | -119.9% | -79.5% |
| All | -99.8% | +61.6% | -161.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling