+4,619.0%
ADSK vs ECL
+12,954.7%
-8,335.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -14.3% | -0.8% | -13.6% | -14.0% |
| 30D | -14.8% | -2.5% | -12.3% | -13.8% |
| 3M | -5.7% | +8.3% | -14.0% | -9.7% |
| 6M | -18.7% | -1.1% | -17.6% | -18.9% |
| YTD | -28.3% | +6.5% | -34.8% | -31.5% |
| 1Y | -35.1% | +2.1% | -37.1% | -36.7% |
| 3Y | -3.2% | +57.6% | -60.8% | -25.7% |
| 5Y | -26.7% | +28.1% | -54.8% | -37.5% |
| 10Y | +208.4% | +153.2% | +55.2% | +86.1% |
| All | +4,619.0% | +12,954.7% | -8,335.7% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling