-14.5%
ELAN vs ABCL
-81.3%
+66.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | -6.6% | +93.1% | -99.6% | -15.0% |
| 3M | -0.8% | +79.4% | -80.3% | -9.5% |
| 6M | +0.2% | +214.9% | -214.6% | -15.4% |
| YTD | +8.3% | +234.2% | -225.9% | -10.0% |
| 1Y | +40.2% | +174.8% | -134.5% | +18.2% |
| 3Y | +97.7% | +104.5% | -6.7% | +64.5% |
| 5Y | -28.3% | -39.0% | +10.7% | -38.1% |
| All | -14.5% | -81.3% | +66.8% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling