-30.8%
ELAN vs AVTR
+1.1%
-31.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.4% | -2.0% | -4.3% | -5.7% |
| 30D | +0.6% | +8.1% | -7.5% | -2.4% |
| 3M | 0.0% | +54.2% | -54.2% | -15.6% |
| 6M | -3.4% | +82.6% | -86.0% | -23.4% |
| YTD | +1.0% | +29.8% | -28.8% | -10.0% |
| 1Y | +24.7% | +18.0% | +6.7% | +11.7% |
| 3Y | +97.2% | -26.4% | +123.7% | +102.7% |
| 5Y | -31.5% | -64.8% | +33.3% | -10.2% |
| All | -30.8% | +1.1% | -31.9% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling