+4,745.6%
ADSK vs ED
+2,217.3%
+2,528.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -7.8% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -9.2% | -0.1% | -9.1% | -9.2% |
| 3M | -6.7% | +3.9% | -10.7% | -7.9% |
| 6M | -15.5% | -3.0% | -12.5% | -15.0% |
| YTD | -26.4% | +10.7% | -37.1% | -29.2% |
| 1Y | -31.9% | +13.3% | -45.2% | -35.1% |
| 3Y | -1.0% | +34.5% | -35.5% | -12.5% |
| 5Y | -24.5% | +67.1% | -91.7% | -38.7% |
| 10Y | +220.4% | +103.0% | +117.3% | +132.3% |
| All | +4,745.6% | +2,217.3% | +2,528.3% | +1,132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling