-31.9%
ADSK vs ECL
+3.0%
-34.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.3% |
| 7D | -16.4% | -2.6% | -13.8% | -16.0% |
| 30D | -9.2% | -2.2% | -7.1% | -8.9% |
| 3M | -6.7% | +10.1% | -16.8% | -7.2% |
| 6M | -15.5% | -5.7% | -9.8% | -13.4% |
| YTD | -26.4% | +7.0% | -33.3% | -28.5% |
| 1Y | -31.9% | +2.7% | -34.6% | -33.0% |
| All | -31.9% | +3.0% | -34.9% | -33.0% |
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