-3.3%
ADSK vs EIX
-5.9%
+2.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -10.9% | +0.8% | -11.7% | -10.9% |
| 30D | -15.9% | -18.8% | +2.9% | -14.9% |
| 3M | -4.4% | -19.7% | +15.3% | -3.3% |
| 6M | -16.6% | -18.2% | +1.6% | -16.0% |
| YTD | -28.5% | -1.7% | -26.8% | -29.9% |
| 1Y | -34.6% | +7.8% | -42.4% | -36.9% |
| All | -3.3% | -5.9% | +2.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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