-1.6%
ELAN vs AVTR
+84.8%
-86.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.8% |
| 7D | -4.6% | +1.6% | -6.1% | -5.2% |
| 30D | +5.7% | +8.4% | -2.7% | +2.1% |
| 3M | -3.9% | +50.2% | -54.0% | -22.7% |
| 6M | -1.6% | +82.6% | -84.2% | -32.2% |
| All | -1.6% | +84.8% | -86.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 6mo: compounded portfolio wealth divided by compounded AVTR 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…
6mo analysis · Full analysis span regression · 6 months rolling