-29.8%
ELAN vs ABCL
-39.4%
+9.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -1.2% |
| 7D | -4.6% | -2.7% | -1.8% | -4.2% |
| 30D | +5.7% | +18.3% | -12.6% | +2.7% |
| 3M | -3.9% | +108.5% | -112.4% | -16.3% |
| 6M | -1.6% | +213.9% | -215.5% | -20.4% |
| YTD | +4.1% | +223.1% | -219.0% | -17.1% |
| 1Y | +25.5% | +160.6% | -135.1% | +2.1% |
| 3Y | +103.2% | +104.3% | -1.1% | +62.3% |
| 5Y | -29.8% | -40.0% | +10.3% | -42.7% |
| All | -29.8% | -39.4% | +9.6% | -42.7% |
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