-31.9%
ELAN vs ARWR
+364.7%
-396.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | -6.6% | -0.7% | -5.9% | -6.5% |
| 3M | -0.8% | +14.9% | -15.7% | -4.0% |
| 6M | +0.2% | +32.6% | -32.4% | -5.8% |
| YTD | +8.3% | +30.0% | -21.8% | +1.7% |
| 1Y | +40.2% | +208.4% | -168.1% | +9.8% |
| 3Y | +97.7% | +208.8% | -111.1% | +42.4% |
| 5Y | -28.3% | +27.8% | -56.1% | -42.5% |
| All | -31.9% | +364.7% | -396.6% | -63.6% |
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