-31.9%
ADSK vs EME
+19.7%
-51.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -10.0% | -8.0% |
| 7D | -16.4% | +1.9% | -18.3% | -16.1% |
| 30D | -9.2% | -8.3% | -0.9% | -10.4% |
| 3M | -6.7% | -10.7% | +4.0% | -6.8% |
| 6M | -15.5% | +1.9% | -17.4% | -15.4% |
| YTD | -26.4% | +23.5% | -49.9% | -27.2% |
| 1Y | -31.9% | +18.0% | -49.9% | -34.5% |
| All | -31.9% | +19.7% | -51.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling