-25.7%
ELAN vs AMBA
+64.9%
-90.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +8.9% | -2.6% | +11.6% | +9.5% |
| 30D | +16.8% | -10.5% | +27.2% | +19.2% |
| 3M | +20.1% | -26.4% | +46.5% | +26.8% |
| 6M | +13.2% | -20.9% | +34.0% | +13.5% |
| YTD | +18.3% | -14.8% | +33.0% | +15.6% |
| 1Y | +20.2% | -36.1% | +56.2% | +24.2% |
| 3Y | +150.6% | +20.2% | +130.3% | +112.6% |
| 5Y | -18.9% | -67.2% | +48.4% | -18.4% |
| All | -25.7% | +64.9% | -90.5% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling