-31.9%
ELAN vs ALLY
+103.3%
-135.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | +3.7% | -2.1% | +0.1% |
| 30D | -6.6% | -2.3% | -4.3% | -5.6% |
| 3M | -0.8% | +3.8% | -4.7% | -2.5% |
| 6M | +0.2% | +9.7% | -9.5% | -3.6% |
| YTD | +8.3% | -1.4% | +9.7% | +8.4% |
| 1Y | +40.2% | +8.2% | +32.0% | +34.3% |
| 3Y | +97.7% | +66.5% | +31.3% | +54.2% |
| 5Y | -28.3% | +1.2% | -29.5% | -34.8% |
| All | -31.9% | +103.3% | -135.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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