-2.9%
ADSK vs ELV
-2.1%
-0.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.5% | +3.2% | -5.7% | -2.8% |
| 30D | -14.9% | +5.4% | -20.2% | -15.2% |
| 3M | +3.3% | +5.4% | -2.0% | +2.8% |
| 6M | -15.7% | +45.7% | -61.4% | -17.9% |
| YTD | -28.2% | +21.2% | -49.4% | -29.2% |
| 1Y | -34.5% | +35.6% | -70.2% | -36.1% |
| 3Y | -2.9% | -2.0% | -0.9% | -3.9% |
| All | -2.9% | -2.1% | -0.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling