+147.1%
ELAN vs ADVB
-97.4%
+244.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +8.9% | -4.1% | +13.0% | +8.9% |
| 30D | +16.8% | -60.3% | +77.0% | +16.7% |
| 3M | +20.1% | -73.3% | +93.4% | +20.1% |
| 6M | +13.2% | -65.9% | +79.1% | +13.4% |
| YTD | +18.3% | -63.9% | +82.1% | +18.1% |
| 1Y | +20.2% | -74.1% | +94.3% | +21.2% |
| All | +147.1% | -97.4% | +244.5% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling