+217.8%
ABT vs ELF
+393.8%
-176.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +1.0% | +6.3% | -5.3% | +0.6% |
| 30D | +11.6% | +8.5% | +3.1% | +11.0% |
| 3M | +2.3% | +24.4% | -22.1% | +1.0% |
| 6M | +32.7% | +94.7% | -62.0% | +27.4% |
| YTD | -9.6% | +55.9% | -65.5% | -12.5% |
| 1Y | -10.1% | +48.4% | -58.5% | -12.8% |
| 3Y | +25.2% | +24.6% | +0.6% | +17.0% |
| 5Y | -4.5% | +285.0% | -289.6% | -22.5% |
| 10Y | +228.3% | +357.2% | -128.9% | +150.2% |
| All | +217.8% | +393.8% | -176.0% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling