-25.6%
ADSK vs EMB
+6.1%
-31.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.6% |
| 7D | -10.9% | -1.1% | -9.8% | -9.5% |
| 30D | -15.9% | -1.1% | -14.8% | -14.5% |
| 3M | -4.4% | -0.8% | -3.6% | -3.4% |
| 6M | -16.6% | -0.1% | -16.6% | -16.9% |
| YTD | -28.5% | +0.4% | -29.0% | -29.3% |
| 1Y | -34.6% | +3.3% | -37.9% | -38.1% |
| 3Y | -3.5% | +29.0% | -32.5% | -35.2% |
| 5Y | -25.6% | +6.3% | -31.9% | -31.5% |
| All | -25.6% | +6.1% | -31.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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