-24.5%
ADSK vs EME
+575.5%
-600.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.6% |
| 7D | -2.5% | +3.5% | -6.0% | -3.3% |
| 30D | -14.9% | -6.3% | -8.5% | -13.8% |
| 3M | +3.3% | -3.8% | +7.1% | +3.1% |
| 6M | -15.7% | +8.5% | -24.2% | -19.7% |
| YTD | -28.2% | +27.8% | -56.1% | -36.0% |
| 1Y | -34.5% | +22.2% | -56.8% | -42.0% |
| 3Y | -2.9% | +253.5% | -256.4% | -51.5% |
| All | -24.5% | +575.5% | -600.0% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling