-2.9%
ADSK vs EAT
+578.9%
-581.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.5% | -7.7% | +5.2% | -1.6% |
| 30D | -14.9% | -13.6% | -1.3% | -13.4% |
| 3M | +3.3% | +33.9% | -30.5% | -0.8% |
| 6M | -15.7% | +47.2% | -62.9% | -20.6% |
| YTD | -28.2% | +48.1% | -76.3% | -32.9% |
| 1Y | -34.5% | +33.7% | -68.2% | -37.8% |
| 3Y | -2.9% | +595.8% | -598.7% | -35.2% |
| All | -2.9% | +578.9% | -581.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling