-24.5%
ADSK vs ELF
+217.5%
-242.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.5% | -11.6% | +9.1% | -0.7% |
| 30D | -14.9% | +4.6% | -19.5% | -15.6% |
| 3M | +3.3% | +59.7% | -56.4% | -4.3% |
| 6M | -15.7% | +21.2% | -36.9% | -19.0% |
| YTD | -28.2% | +27.4% | -55.7% | -32.2% |
| 1Y | -34.5% | -29.8% | -4.7% | -32.8% |
| 3Y | -2.9% | -28.5% | +25.6% | -10.7% |
| All | -24.5% | +217.5% | -242.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling