+79.4%
AMZN vs ELAN
+99.1%
-19.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | -0.7% | -5.4% | +4.8% | +0.3% |
| 30D | -3.9% | +4.7% | -8.6% | -4.7% |
| 3M | +6.3% | -3.7% | +10.0% | +6.6% |
| 6M | +20.8% | -1.2% | +21.9% | +19.9% |
| YTD | +11.2% | +2.4% | +8.9% | +9.5% |
| 1Y | +11.7% | +23.4% | -11.7% | +6.2% |
| 3Y | +79.4% | +96.7% | -17.2% | +37.3% |
| All | +79.4% | +99.1% | -19.6% | +37.3% |
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 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