-34.5%
ADSK vs ED
+13.4%
-48.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.3% |
| 7D | -2.5% | -0.8% | -1.8% | -2.7% |
| 30D | -14.9% | -0.4% | -14.5% | -14.9% |
| 3M | +3.3% | +0.5% | +2.9% | +4.1% |
| 6M | -15.7% | -3.1% | -12.5% | -16.1% |
| YTD | -28.2% | +9.8% | -38.1% | -25.5% |
| 1Y | -34.5% | +12.6% | -47.1% | -32.5% |
| All | -34.5% | +13.4% | -48.0% | -32.5% |
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