+315.9%
ADSK vs EMB
+131.4%
+184.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -19.3% | -0.3% | -19.0% | -19.1% |
| 3M | -7.8% | -0.3% | -7.5% | -7.6% |
| 6M | -20.8% | +0.7% | -21.5% | -21.5% |
| YTD | -30.2% | +1.3% | -31.5% | -31.2% |
| 1Y | -36.5% | +4.7% | -41.2% | -39.3% |
| 3Y | -5.7% | +30.1% | -35.8% | -26.6% |
| 5Y | -28.2% | +6.9% | -35.0% | -33.2% |
| 10Y | +209.1% | +30.7% | +178.4% | +154.0% |
| All | +315.9% | +131.4% | +184.5% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling