-31.9%
ADSK vs EFV
+30.7%
-62.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.1% | -8.3% |
| 7D | -16.4% | +1.5% | -17.9% | -16.3% |
| 30D | -9.2% | +1.7% | -11.0% | -9.1% |
| 3M | -6.7% | +8.6% | -15.4% | -6.2% |
| 6M | -15.5% | +11.7% | -27.2% | -15.7% |
| YTD | -26.4% | +19.3% | -45.7% | -30.2% |
| 1Y | -31.9% | +30.2% | -62.1% | -39.5% |
| All | -31.9% | +30.7% | -62.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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