-25.6%
ELAN vs AMBA
+64.2%
-89.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | +4.0% | +2.7% | +1.4% | +3.5% |
| 30D | +18.8% | -2.2% | +20.9% | +19.1% |
| 3M | +19.0% | -26.6% | +45.6% | +25.7% |
| 6M | +22.8% | -26.8% | +49.6% | +25.4% |
| YTD | +18.3% | -15.1% | +33.5% | +15.8% |
| 1Y | +21.8% | -32.3% | +54.0% | +24.3% |
| 3Y | +153.8% | +19.8% | +134.0% | +115.5% |
| 5Y | -18.9% | -69.2% | +50.3% | -17.5% |
| All | -25.6% | +64.2% | -89.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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