+41.5%
ELV vs ABCL
-81.3%
+122.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +4.2% | +93.1% | -88.9% | +3.9% |
| 3M | -0.1% | +79.4% | -79.5% | -0.3% |
| 6M | +41.3% | +214.9% | -173.6% | +40.7% |
| YTD | +17.4% | +234.2% | -216.8% | +17.0% |
| 1Y | +35.1% | +174.8% | -139.7% | +34.7% |
| 3Y | -3.2% | +104.5% | -107.7% | -3.4% |
| 5Y | +15.6% | -39.0% | +54.6% | +12.3% |
| All | +41.5% | -81.3% | +122.7% | +34.9% |
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 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