+2,241.1%
ADSK vs EME
+60,670.1%
-58,428.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -10.9% | +0.9% | -11.9% | -11.3% |
| 30D | -15.9% | -8.4% | -7.5% | -13.6% |
| 3M | -4.4% | -3.6% | -0.8% | -5.6% |
| 6M | -16.6% | +3.6% | -20.2% | -20.6% |
| YTD | -28.5% | +22.5% | -51.0% | -36.4% |
| 1Y | -34.6% | +18.2% | -52.8% | -42.0% |
| 3Y | -3.5% | +238.4% | -241.8% | -44.1% |
| 5Y | -25.6% | +550.5% | -576.1% | -66.3% |
| 10Y | +216.6% | +1,295.3% | -1,078.7% | +4.7% |
| All | +2,241.1% | +60,670.1% | -58,428.9% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling