-2.9%
ADSK vs ELAN
+99.1%
-102.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.5% | -5.4% | +2.9% | -1.9% |
| 30D | -14.9% | +4.7% | -19.6% | -15.4% |
| 3M | +3.3% | -3.7% | +7.0% | +3.5% |
| 6M | -15.7% | -1.2% | -14.5% | -16.3% |
| YTD | -28.2% | +2.4% | -30.6% | -29.2% |
| 1Y | -34.5% | +23.4% | -57.9% | -37.2% |
| 3Y | -2.9% | +96.7% | -99.6% | -19.8% |
| All | -2.9% | +99.1% | -102.0% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling