-18.3%
ELAN vs ABCL
-12.4%
-5.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 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% | +13.4% |
| 6M | +13.2% | +137.8% | -124.6% | -5.9% |
| YTD | +18.3% | +264.3% | -246.1% | -9.8% |
| 1Y | +20.2% | +209.2% | -189.0% | -6.0% |
| 3Y | +150.6% | +208.4% | -57.9% | +81.2% |
| All | -18.3% | -12.4% | -5.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling