+193.3%
ADSK vs ELF
+334.6%
-141.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.8% |
| 7D | -14.3% | -1.2% | -13.2% | -14.2% |
| 30D | -14.8% | +5.9% | -20.7% | -15.8% |
| 3M | -5.7% | +99.5% | -105.2% | -16.5% |
| 6M | -18.7% | +26.5% | -45.2% | -22.8% |
| YTD | -28.3% | +37.2% | -65.5% | -33.4% |
| 1Y | -35.1% | -24.4% | -10.6% | -34.3% |
| 3Y | -3.2% | -23.3% | +20.1% | -10.1% |
| 5Y | -26.7% | +245.2% | -271.9% | -53.3% |
| All | +193.3% | +334.6% | -141.3% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling