+299.7%
ARM vs ELAN
+93.9%
+205.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.6% |
| 7D | +4.8% | -6.4% | +11.2% | +7.6% |
| 30D | -5.5% | +0.6% | -6.1% | -6.1% |
| 3M | -17.3% | 0.0% | -17.3% | -18.6% |
| 6M | +110.9% | -3.4% | +114.3% | +111.8% |
| YTD | +132.5% | +1.0% | +131.5% | +130.0% |
| 1Y | +64.9% | +24.7% | +40.2% | +50.2% |
| All | +299.7% | +93.9% | +205.8% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling