-35.6%
ELAN vs AMCR
+26.7%
-62.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +2.2% |
| 7D | -5.4% | -6.3% | +0.8% | -2.2% |
| 30D | +4.7% | -7.8% | +12.5% | +9.1% |
| 3M | -3.7% | +7.5% | -11.2% | -7.7% |
| 6M | -1.2% | +2.7% | -3.9% | -3.1% |
| YTD | +2.4% | +6.0% | -3.6% | -2.1% |
| 1Y | +23.4% | +7.8% | +15.6% | +16.7% |
| 3Y | +96.7% | +5.8% | +90.9% | +86.3% |
| 5Y | -30.6% | -11.6% | -19.0% | -28.3% |
| All | -35.6% | +26.7% | -62.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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