-4.4%
ARM vs ELAN
+11.6%
-16.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.1% | +12.5% |
| 7D | +6.0% | +4.6% | +1.4% | +4.0% |
| 30D | -20.3% | +17.4% | -37.7% | -25.4% |
| 3M | -24.4% | +16.5% | -40.9% | -29.6% |
| 6M | -4.4% | +21.9% | -26.3% | -21.9% |
| All | -4.4% | +11.6% | -16.0% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling