-3.3%
ADSK vs EL
-34.4%
+31.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.7% |
| 7D | -10.9% | -4.4% | -6.6% | -10.4% |
| 30D | -15.9% | +10.3% | -26.2% | -17.1% |
| 3M | -4.4% | +13.4% | -17.7% | -6.2% |
| 6M | -16.6% | +3.1% | -19.7% | -17.6% |
| YTD | -28.5% | -6.9% | -21.6% | -28.8% |
| 1Y | -34.6% | +11.9% | -46.6% | -36.9% |
| All | -3.3% | -34.4% | +31.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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