-31.9%
ADSK vs ELF
-17.5%
-14.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.1% | -10.4% | -8.4% |
| 7D | -16.4% | +5.4% | -21.8% | -16.7% |
| 30D | -9.2% | +27.0% | -36.2% | -10.7% |
| 3M | -6.7% | +113.2% | -119.9% | -10.7% |
| 6M | -15.5% | +36.6% | -52.1% | -17.2% |
| YTD | -26.4% | +44.2% | -70.6% | -28.3% |
| 1Y | -31.9% | -18.0% | -13.9% | -31.5% |
| All | -31.9% | -17.5% | -14.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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