+24.7%
ELAN vs ABCL
+145.5%
-120.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.3% |
| 7D | -6.4% | -9.6% | +3.2% | -5.2% |
| 30D | +0.6% | +7.2% | -6.6% | -0.5% |
| 3M | 0.0% | +105.5% | -105.5% | -11.3% |
| 6M | -3.4% | +193.0% | -196.4% | -19.5% |
| YTD | +1.0% | +205.8% | -204.8% | -17.0% |
| 1Y | +24.7% | +144.4% | -119.7% | +3.8% |
| All | +24.7% | +145.5% | -120.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling