-25.6%
ELAN vs ARWR
+157.2%
-182.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +4.0% | -17.8% | +21.9% | +7.4% |
| 30D | +18.8% | -18.1% | +36.9% | +22.6% |
| 3M | +19.0% | -44.2% | +63.1% | +31.4% |
| 6M | +22.8% | -38.6% | +61.5% | +32.5% |
| YTD | +18.3% | -28.0% | +46.4% | +23.0% |
| 1Y | +21.8% | +16.1% | +5.6% | +14.2% |
| 3Y | +153.8% | +84.0% | +69.9% | +100.0% |
| 5Y | -18.9% | -35.4% | +16.5% | -26.7% |
| All | -25.6% | +157.2% | -182.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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