-31.9%
ADSK vs ED
+12.4%
-44.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -8.6% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -9.2% | -0.1% | -9.1% | -9.2% |
| 3M | -6.7% | +3.9% | -10.7% | -4.7% |
| 6M | -15.5% | -3.0% | -12.5% | -16.0% |
| YTD | -26.4% | +10.7% | -37.1% | -23.5% |
| 1Y | -31.9% | +13.3% | -45.2% | -29.7% |
| All | -31.9% | +12.4% | -44.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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