-10.6%
ADSK vs ELAN
+3.3%
-13.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | 0.0% |
| 7D | +11.3% | +1.9% | +9.5% | +11.3% |
| 30D | +16.4% | +5.3% | +11.0% | +16.2% |
| 3M | +12.1% | -9.7% | +21.8% | +12.4% |
| 6M | +7.9% | +3.0% | +4.9% | +7.3% |
| YTD | -9.1% | +4.6% | -13.7% | -10.0% |
| 1Y | -10.6% | +9.6% | -20.2% | -11.5% |
| All | -10.6% | +3.3% | -13.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling