+850.7%
APP vs ELAN
+148.1%
+702.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.6% | +11.9% | -1.4% | +7.1% |
| 30D | +44.6% | +18.3% | +26.3% | +36.8% |
| 3M | +29.6% | +19.7% | +9.9% | +22.1% |
| 6M | -19.8% | +23.7% | -43.4% | -25.6% |
| YTD | -41.6% | +17.1% | -58.7% | -45.6% |
| 1Y | -32.7% | +20.2% | -52.9% | -38.2% |
| All | +850.7% | +148.1% | +702.6% | +488.9% |
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