-25.6%
ADSK vs ECL
+26.5%
-52.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -10.9% | -2.6% | -8.3% | -9.4% |
| 30D | -15.9% | -4.6% | -11.3% | -13.5% |
| 3M | -4.4% | +6.0% | -10.3% | -7.9% |
| 6M | -16.6% | -3.0% | -13.7% | -15.7% |
| YTD | -28.5% | +4.0% | -32.5% | -31.5% |
| 1Y | -34.6% | +2.0% | -36.7% | -36.8% |
| 3Y | -3.5% | +53.9% | -57.4% | -33.4% |
| 5Y | -25.6% | +27.1% | -52.7% | -44.0% |
| All | -25.6% | +26.5% | -52.1% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling