-26.4%
APP vs ELAN
+21.2%
-47.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.8% |
| 7D | +4.6% | +4.0% | +0.5% | +4.1% |
| 30D | +56.0% | +18.8% | +37.3% | +51.7% |
| 3M | +30.8% | +19.0% | +11.9% | +27.2% |
| 6M | -9.8% | +22.8% | -32.6% | -11.5% |
| YTD | -39.3% | +18.3% | -57.6% | -38.6% |
| 1Y | -26.4% | +21.8% | -48.2% | -24.8% |
| All | -26.4% | +21.2% | -47.7% | -24.8% |
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 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