+215.4%
ADSK vs EME
+1,362.1%
-1,146.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.1% |
| 7D | -2.5% | +3.5% | -6.0% | -3.7% |
| 30D | -14.9% | -6.3% | -8.5% | -13.3% |
| 3M | +3.3% | -3.8% | +7.1% | +2.4% |
| 6M | -15.7% | +8.5% | -24.2% | -21.2% |
| YTD | -28.2% | +27.8% | -56.1% | -38.0% |
| 1Y | -34.5% | +22.2% | -56.8% | -43.6% |
| 3Y | -2.9% | +253.5% | -256.4% | -52.0% |
| 5Y | -25.3% | +578.6% | -604.0% | -73.8% |
| All | +215.4% | +1,362.1% | -1,146.8% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling