-34.6%
ELAN vs AMBA
+87.9%
-122.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.4% | -10.1% | -3.4% |
| 7D | -4.6% | +2.5% | -7.1% | -5.2% |
| 30D | +5.7% | -16.1% | +21.8% | +9.3% |
| 3M | -3.9% | +4.6% | -8.5% | -7.5% |
| 6M | -1.6% | +29.2% | -30.8% | -11.0% |
| YTD | +4.1% | -2.9% | +6.9% | -0.4% |
| 1Y | +25.5% | -18.7% | +44.2% | +23.0% |
| 3Y | +103.2% | +14.9% | +88.3% | +75.0% |
| 5Y | -29.8% | -53.0% | +23.2% | -34.3% |
| All | -34.6% | +87.9% | -122.5% | -58.3% |
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