+44.9%
ELAN vs AMDL
+115.6%
-70.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.7% | -2.2% |
| 7D | -6.4% | +20.7% | -27.1% | -8.4% |
| 30D | +0.6% | +9.4% | -8.9% | -0.8% |
| 3M | 0.0% | +5.6% | -5.7% | -4.0% |
| 6M | -3.4% | +340.3% | -343.7% | -22.4% |
| YTD | +1.0% | +253.6% | -252.6% | -18.6% |
| 1Y | +24.7% | +443.4% | -418.7% | -8.5% |
| All | +44.9% | +115.6% | -70.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling