+28.8%
ABT vs ELF
+106.0%
-77.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.7% |
| 7D | -5.6% | +3.4% | -8.9% | -5.6% |
| 30D | +5.2% | +5.0% | +0.2% | +5.0% |
| 3M | -2.7% | +22.6% | -25.3% | -2.8% |
| 6M | +28.8% | +104.0% | -75.1% | +33.2% |
| All | +28.8% | +106.0% | -77.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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