+69.7%
ELAN vs AMDL
+102.5%
-32.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.6% | +18.6% | +2.9% |
| 7D | +4.0% | +37.2% | -33.2% | 0.0% |
| 30D | +18.8% | -24.0% | +42.8% | +19.0% |
| 3M | +19.0% | -1.0% | +20.0% | +14.7% |
| 6M | +22.8% | -3.2% | +26.0% | +14.5% |
| YTD | +18.3% | +232.2% | -213.9% | -7.2% |
| 1Y | +21.8% | +137.7% | -116.0% | -1.5% |
| All | +69.7% | +102.5% | -32.8% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling