-10.2%
ADSK vs ELF
-3.2%
-7.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.9% |
| 7D | +11.4% | -1.5% | +13.0% | +11.6% |
| 30D | +21.9% | +9.5% | +12.4% | +21.1% |
| 3M | +13.9% | +29.4% | -15.5% | +11.8% |
| 6M | +9.1% | +83.7% | -74.6% | +5.3% |
| YTD | -8.8% | +49.4% | -58.2% | -11.2% |
| 1Y | -10.2% | -3.9% | -6.3% | -10.7% |
| All | -10.2% | -3.2% | -7.0% | -10.7% |
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