+793.4%
AXTI vs ELAN
-28.2%
+821.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +5.1% | -5.4% | +10.5% | +6.9% |
| 30D | -17.5% | +4.7% | -22.2% | -19.0% |
| 3M | -26.7% | -3.7% | -23.0% | -27.4% |
| 6M | +36.8% | -1.2% | +38.0% | +31.5% |
| YTD | +296.1% | +2.4% | +293.8% | +277.7% |
| 1Y | +1,810.6% | +23.4% | +1,787.2% | +1,582.0% |
| 3Y | +2,587.6% | +96.7% | +2,490.9% | +1,727.5% |
| 5Y | +601.7% | -30.6% | +632.3% | +650.2% |
| All | +793.4% | -28.2% | +821.5% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling