+40.2%
ELAN vs APD
+6.0%
+34.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | -6.6% | +2.1% | -8.7% | -6.6% |
| 3M | -0.8% | +7.2% | -8.0% | -1.3% |
| 6M | +0.2% | +11.2% | -11.0% | -1.0% |
| YTD | +8.3% | +24.4% | -16.1% | +4.5% |
| 1Y | +40.2% | +6.7% | +33.6% | +45.3% |
| All | +40.2% | +6.0% | +34.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling