-10.2%
ADSK vs ELV
+42.6%
-52.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.1% | +6.4% |
| 7D | +11.4% | +4.8% | +6.7% | +10.8% |
| 30D | +21.9% | +10.1% | +11.8% | +20.8% |
| 3M | +13.9% | +15.4% | -1.5% | +12.8% |
| 6M | +9.1% | +17.7% | -8.6% | +8.2% |
| YTD | -8.8% | +25.7% | -34.4% | -8.7% |
| 1Y | -10.2% | +39.9% | -50.1% | -11.0% |
| All | -10.2% | +42.6% | -52.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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