+4,494.7%
ADSK vs EIX
+1,097.9%
+3,396.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.9% |
| 7D | -14.5% | +4.1% | -18.6% | -15.3% |
| 30D | -19.3% | -15.3% | -4.0% | -17.3% |
| 3M | -7.8% | -18.4% | +10.6% | -4.8% |
| 6M | -20.8% | -16.8% | -3.9% | -18.9% |
| YTD | -30.2% | -0.6% | -29.6% | -31.6% |
| 1Y | -36.5% | +10.7% | -47.1% | -39.3% |
| 3Y | -5.7% | -4.5% | -1.3% | -8.5% |
| 5Y | -28.2% | +24.0% | -52.2% | -34.7% |
| 10Y | +209.1% | +22.9% | +186.2% | +172.8% |
| All | +4,494.7% | +1,097.9% | +3,396.8% | +2,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling