-5.9%
ABT vs ELV
+42.6%
-48.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.6% | +5.2% |
| 7D | +12.5% | +4.8% | +7.8% | +12.1% |
| 30D | +16.1% | +10.1% | +6.0% | +15.4% |
| 3M | +10.2% | +15.4% | -5.2% | +9.2% |
| 6M | +33.7% | +17.7% | +16.0% | +31.9% |
| YTD | -5.5% | +25.7% | -31.2% | -8.1% |
| 1Y | -5.9% | +39.9% | -45.8% | -11.7% |
| All | -5.9% | +42.6% | -48.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling