-25.6%
ADSK vs ED
+66.8%
-92.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -10.9% | -1.9% | -9.1% | -10.8% |
| 30D | -15.9% | +0.1% | -16.0% | -15.9% |
| 3M | -4.4% | 0.0% | -4.4% | -4.3% |
| 6M | -16.6% | -2.5% | -14.1% | -16.5% |
| YTD | -28.5% | +10.1% | -38.6% | -29.3% |
| 1Y | -34.6% | +13.6% | -48.2% | -35.6% |
| 3Y | -3.5% | +32.4% | -35.9% | -9.8% |
| 5Y | -25.6% | +69.9% | -95.5% | -30.4% |
| All | -25.6% | +66.8% | -92.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling