-10.2%
ADSK vs ECL
+23.8%
-34.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.7% | +6.2% |
| 7D | +11.4% | +7.7% | +3.7% | +9.8% |
| 30D | +21.9% | +13.7% | +8.2% | +19.1% |
| 3M | +13.9% | +11.6% | +2.3% | +11.3% |
| 6M | +9.1% | +23.9% | -14.8% | +7.1% |
| YTD | -8.8% | +21.0% | -29.7% | -13.8% |
| 1Y | -10.2% | +23.1% | -33.3% | -15.8% |
| All | -10.2% | +23.8% | -34.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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