+147.3%
ELAN vs ADVB
-96.8%
+244.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.6% | +1.1% |
| 7D | +4.0% | +27.8% | -23.7% | +4.0% |
| 30D | +18.8% | -50.8% | +69.5% | +18.7% |
| 3M | +19.0% | -70.5% | +89.5% | +19.0% |
| 6M | +22.8% | -46.7% | +69.6% | +22.5% |
| YTD | +18.3% | -56.7% | +75.0% | +18.2% |
| 1Y | +21.8% | -71.8% | +93.5% | +23.1% |
| All | +147.3% | -96.8% | +244.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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