+103.5%
ELAN vs ABCL
+111.1%
-7.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +0.3% | +1.4% | -1.2% | +0.1% |
| 30D | +8.4% | +65.1% | -56.7% | +0.3% |
| 3M | +1.2% | +111.1% | -109.8% | -10.8% |
| 6M | +2.6% | +231.6% | -229.0% | -16.0% |
| YTD | +5.9% | +234.5% | -228.6% | -14.2% |
| 1Y | +25.8% | +174.3% | -148.5% | +3.5% |
| All | +103.5% | +111.1% | -7.6% | +56.3% |
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