+214.2%
ARM vs ELAN
+124.8%
+89.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +19.8% | +11.9% | +7.9% | +14.4% |
| 30D | -21.8% | +18.3% | -40.0% | -27.0% |
| 3M | -26.5% | +19.7% | -46.3% | -32.0% |
| 6M | -3.9% | +23.7% | -27.6% | -13.1% |
| YTD | +82.8% | +17.1% | +65.7% | +70.1% |
| 1Y | +34.3% | +20.2% | +14.1% | +23.4% |
| 3Y | +282.2% | +148.1% | +134.1% | +144.8% |
| All | +214.2% | +124.8% | +89.4% | +106.3% |
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 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