+12.4%
AMT vs ELAN
+13.9%
-1.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.9% |
| 7D | +6.0% | +11.7% | -5.7% | +5.4% |
| 30D | +20.1% | +12.4% | +7.7% | +19.3% |
| 3M | +12.4% | -1.1% | +13.5% | +12.0% |
| 6M | +9.9% | +12.4% | -2.5% | +8.3% |
| YTD | +14.4% | +11.8% | +2.5% | +11.4% |
| 1Y | +12.4% | +12.5% | 0.0% | +9.4% |
| All | +12.4% | +13.9% | -1.4% | +9.4% |
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