-31.5%
ELAN vs AMC
-99.5%
+68.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -2.6% |
| 7D | -6.4% | -7.1% | +0.7% | -5.8% |
| 30D | +0.6% | -1.7% | +2.2% | +0.6% |
| 3M | 0.0% | +13.5% | -13.5% | -2.2% |
| 6M | -3.4% | +112.6% | -116.0% | -10.9% |
| YTD | +1.0% | +51.3% | -50.3% | -4.5% |
| 1Y | +24.7% | -14.5% | +39.2% | +23.0% |
| 3Y | +97.2% | -67.1% | +164.4% | +99.8% |
| 5Y | -31.5% | -99.5% | +68.0% | -7.6% |
| All | -31.5% | -99.5% | +68.0% | -7.6% |
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