-31.9%
ADSK vs EOSE
-49.1%
+17.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +10.9% | -19.1% | -8.0% |
| 7D | -16.4% | +19.0% | -35.4% | -16.1% |
| 30D | -9.2% | +1.6% | -10.8% | -9.1% |
| 3M | -6.7% | -52.0% | +45.2% | -6.8% |
| 6M | -15.5% | -42.5% | +27.0% | -14.7% |
| YTD | -26.4% | -66.1% | +39.8% | -25.4% |
| 1Y | -31.9% | -47.1% | +15.2% | -27.5% |
| All | -31.9% | -49.1% | +17.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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