+215.4%
ADSK vs EAT
+374.9%
-159.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.5% | -7.7% | +5.2% | -0.9% |
| 30D | -14.9% | -13.6% | -1.3% | -12.4% |
| 3M | +3.3% | +33.9% | -30.5% | -3.3% |
| 6M | -15.7% | +47.2% | -62.9% | -23.6% |
| YTD | -28.2% | +48.1% | -76.3% | -35.4% |
| 1Y | -34.5% | +33.7% | -68.2% | -40.1% |
| 3Y | -2.9% | +595.8% | -598.7% | -41.3% |
| 5Y | -25.3% | +314.4% | -339.7% | -51.6% |
| All | +215.4% | +374.9% | -159.6% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling