-10.6%
ADSK vs EQH
+12.7%
-23.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | +1.2% |
| 7D | +11.3% | -3.1% | +14.5% | +12.2% |
| 30D | +16.4% | -2.9% | +19.3% | +17.2% |
| 3M | +12.1% | +3.1% | +9.0% | +11.1% |
| 6M | +7.9% | +21.8% | -13.9% | +2.3% |
| YTD | -9.1% | +13.3% | -22.4% | -13.5% |
| 1Y | -10.6% | +20.1% | -30.7% | -15.7% |
| All | -10.6% | +12.7% | -23.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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