-2.9%
ADSK vs EFV
+90.2%
-93.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | -14.9% | +0.6% | -15.5% | -15.2% |
| 3M | +3.3% | +7.5% | -4.2% | -0.8% |
| 6M | -15.7% | +13.0% | -28.7% | -22.0% |
| YTD | -28.2% | +18.3% | -46.6% | -36.4% |
| 1Y | -34.5% | +26.7% | -61.3% | -45.2% |
| 3Y | -2.9% | +89.6% | -92.5% | -44.4% |
| All | -2.9% | +90.2% | -93.1% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling