-6.5%
ELAN vs ABCL
-81.2%
+74.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +4.0% | -3.3% | +7.3% | +4.5% |
| 30D | +18.8% | -7.1% | +25.9% | +19.5% |
| 3M | +19.0% | +4.7% | +14.2% | +17.4% |
| 6M | +22.8% | +140.9% | -118.0% | +6.8% |
| YTD | +18.3% | +236.0% | -217.6% | -2.3% |
| 1Y | +21.8% | +217.4% | -195.6% | +1.1% |
| 3Y | +153.8% | +188.7% | -34.9% | +102.5% |
| 5Y | -18.9% | -23.5% | +4.6% | -30.5% |
| All | -6.5% | -81.2% | +74.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling