+209.7%
ABT vs ELF
+357.0%
-147.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -3.7% | +5.4% | -9.0% | -4.0% |
| 30D | +2.5% | +27.0% | -24.5% | +1.0% |
| 3M | +20.2% | +113.2% | -93.0% | +14.9% |
| 6M | -2.9% | +36.6% | -39.5% | -5.0% |
| YTD | -11.9% | +44.2% | -56.2% | -14.3% |
| 1Y | -16.5% | -18.0% | +1.4% | -16.7% |
| 3Y | +12.1% | -19.9% | +32.0% | +8.6% |
| 5Y | -7.4% | +257.7% | -265.1% | -24.5% |
| All | +209.7% | +357.0% | -147.2% | +137.4% |
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