-25.6%
ELAN vs AMC
-98.2%
+72.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | +4.0% | +3.5% | +0.5% | +3.9% |
| 30D | +18.8% | +12.5% | +6.3% | +18.2% |
| 3M | +19.0% | +23.6% | -4.6% | +17.9% |
| 6M | +22.8% | +144.4% | -121.5% | +18.0% |
| YTD | +18.3% | +108.3% | -90.0% | +14.1% |
| 1Y | +21.8% | +38.9% | -17.1% | +19.0% |
| 3Y | +153.8% | -58.9% | +212.7% | +153.1% |
| 5Y | -18.9% | -99.2% | +80.3% | -12.4% |
| All | -25.6% | -98.2% | +72.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling