+86.1%
ARM vs ELAN
+41.2%
+44.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | +1.6% | +3.8% | +4.5% |
| 30D | -8.2% | -6.6% | -1.6% | -5.5% |
| 3M | -35.9% | -0.8% | -35.1% | -36.9% |
| 6M | +103.1% | +0.2% | +102.9% | +94.8% |
| YTD | +130.6% | +8.3% | +122.4% | +121.2% |
| 1Y | +86.1% | +40.2% | +45.8% | +79.8% |
| All | +86.1% | +41.2% | +44.9% | +79.8% |
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