-24.5%
ADSK vs EFV
+95.9%
-120.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -2.5% | -0.8% | -1.7% | -1.8% |
| 30D | -14.9% | +0.6% | -15.5% | -15.4% |
| 3M | +3.3% | +7.5% | -4.2% | -3.2% |
| 6M | -15.7% | +13.0% | -28.7% | -25.2% |
| YTD | -28.2% | +18.3% | -46.6% | -39.7% |
| 1Y | -34.5% | +26.7% | -61.3% | -48.8% |
| 3Y | -2.9% | +89.6% | -92.5% | -51.5% |
| All | -24.5% | +95.9% | -120.4% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling