+46.3%
AMT vs ELAN
-25.7%
+72.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +1.8% | +8.4% | -6.5% | +0.6% |
| 3M | -6.2% | +1.2% | -7.4% | -6.8% |
| 6M | -5.0% | +2.6% | -7.6% | -6.4% |
| YTD | +2.1% | +5.9% | -3.9% | -0.2% |
| 1Y | -5.7% | +25.8% | -31.6% | -10.6% |
| 3Y | +7.9% | +106.8% | -98.9% | -11.6% |
| 5Y | -32.3% | -29.3% | -3.1% | -29.9% |
| All | +46.3% | -25.7% | +72.0% | +30.7% |
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