-24.5%
ADSK vs ELAN
-30.9%
+6.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.5% | -5.4% | +2.9% | -1.3% |
| 30D | -14.9% | +4.7% | -19.6% | -15.9% |
| 3M | +3.3% | -3.7% | +7.0% | +3.7% |
| 6M | -15.7% | -1.2% | -14.5% | -17.1% |
| YTD | -28.2% | +2.4% | -30.6% | -30.3% |
| 1Y | -34.5% | +23.4% | -57.9% | -39.8% |
| 3Y | -2.9% | +96.7% | -99.6% | -29.9% |
| All | -24.5% | -30.9% | +6.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling