-33.4%
ELAN vs APD
+112.9%
-146.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | +0.3% | -2.5% | +2.7% | +1.3% |
| 30D | +8.4% | -1.9% | +10.3% | +9.2% |
| 3M | +1.2% | +8.2% | -7.0% | -2.4% |
| 6M | +2.6% | +10.7% | -8.1% | -2.5% |
| YTD | +5.9% | +22.9% | -17.0% | -4.1% |
| 1Y | +25.8% | +5.8% | +20.0% | +20.9% |
| 3Y | +106.8% | +7.8% | +99.0% | +92.0% |
| 5Y | -29.3% | +26.1% | -55.4% | -40.7% |
| All | -33.4% | +112.9% | -146.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling