+2,190.6%
ADSK vs EL
+1,598.2%
+592.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.6% |
| 7D | -14.5% | -2.4% | -12.2% | -13.9% |
| 30D | -19.3% | +13.7% | -33.0% | -23.5% |
| 3M | -7.8% | +14.5% | -22.3% | -13.0% |
| 6M | -20.8% | +7.4% | -28.2% | -24.6% |
| YTD | -30.2% | -4.7% | -25.5% | -31.8% |
| 1Y | -36.5% | +12.9% | -49.4% | -42.3% |
| 3Y | -5.7% | -32.2% | +26.5% | -5.0% |
| 5Y | -28.2% | -68.4% | +40.2% | -1.8% |
| 10Y | +209.1% | +28.3% | +180.9% | +143.7% |
| All | +2,190.6% | +1,598.2% | +592.4% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling