-3.3%
ADSK vs ELF
-30.3%
+27.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.8% |
| 7D | -10.9% | -10.8% | -0.1% | -10.0% |
| 30D | -15.9% | +0.8% | -16.7% | -16.0% |
| 3M | -4.4% | +64.8% | -69.1% | -9.0% |
| 6M | -16.6% | +19.0% | -35.6% | -18.4% |
| YTD | -28.5% | +25.9% | -54.4% | -30.7% |
| 1Y | -34.6% | -28.8% | -5.9% | -33.6% |
| All | -3.3% | -30.3% | +27.1% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling