-19.1%
ELAN vs AMC
-99.1%
+80.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +4.6% | -2.8% | +7.5% | +4.9% |
| 30D | +17.4% | +14.0% | +3.4% | +16.1% |
| 3M | +16.5% | +42.5% | -26.0% | +12.8% |
| 6M | +21.9% | +142.6% | -120.6% | +11.1% |
| YTD | +17.0% | +119.2% | -102.2% | +7.0% |
| 1Y | +15.8% | +40.7% | -24.9% | +9.6% |
| 3Y | +147.9% | -57.3% | +205.2% | +148.1% |
| 5Y | -19.1% | -99.1% | +80.0% | +10.4% |
| All | -19.1% | -99.1% | +80.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling