-34.5%
ADSK vs EQH
+3.9%
-38.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -14.9% | +2.8% | -17.7% | -15.5% |
| 3M | +3.3% | +23.1% | -19.8% | -2.4% |
| 6M | -15.7% | +41.4% | -57.1% | -24.3% |
| YTD | -28.2% | +14.3% | -42.5% | -31.7% |
| 1Y | -34.5% | +1.6% | -36.1% | -35.7% |
| All | -34.5% | +3.9% | -38.4% | -35.7% |
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