+4,494.7%
ADSK vs EFX
+6,078.9%
-1,584.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.7% |
| 7D | -14.5% | -9.4% | -5.1% | -10.7% |
| 30D | -19.3% | -6.9% | -12.4% | -16.7% |
| 3M | -7.8% | +0.1% | -7.9% | -7.8% |
| 6M | -20.8% | -17.3% | -3.4% | -14.3% |
| YTD | -30.2% | -21.8% | -8.4% | -23.1% |
| 1Y | -36.5% | -32.5% | -3.9% | -25.9% |
| 3Y | -5.7% | -12.3% | +6.6% | -4.8% |
| 5Y | -28.2% | -36.6% | +8.4% | -17.0% |
| 10Y | +209.1% | +41.0% | +168.1% | +147.3% |
| All | +4,494.7% | +6,078.9% | -1,584.2% | +1,183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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