+153.6%
ELAN vs ABCL
+210.0%
-56.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +8.9% | +2.3% | +6.6% | +8.6% |
| 30D | +16.8% | -0.7% | +17.4% | +16.4% |
| 3M | +20.1% | +33.4% | -13.3% | +14.7% |
| 6M | +13.2% | +137.8% | -124.6% | -2.5% |
| YTD | +18.3% | +264.3% | -246.1% | -4.9% |
| 1Y | +20.2% | +209.2% | -189.0% | -1.4% |
| All | +153.6% | +210.0% | -56.3% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling