+268.6%
ARM vs ELAN
+150.7%
+117.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.1% |
| 7D | +9.1% | +4.0% | +5.1% | +7.3% |
| 30D | -19.9% | +18.8% | -38.7% | -25.4% |
| 3M | -31.6% | +19.0% | -50.6% | -36.6% |
| 6M | -13.9% | +22.8% | -36.7% | -22.0% |
| YTD | +74.3% | +18.3% | +56.0% | +61.5% |
| 1Y | +35.8% | +21.8% | +14.0% | +24.1% |
| 3Y | +268.6% | +153.8% | +114.8% | +151.5% |
| All | +268.6% | +150.7% | +117.9% | +151.5% |
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