+214.2%
ADSK vs ES
+83.3%
+130.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -10.9% | -3.5% | -7.4% | -10.0% |
| 30D | -15.9% | -3.0% | -12.9% | -15.2% |
| 3M | -4.4% | -0.3% | -4.1% | -4.3% |
| 6M | -16.6% | -5.2% | -11.5% | -15.7% |
| YTD | -28.5% | +4.8% | -33.3% | -29.9% |
| 1Y | -34.6% | +12.7% | -47.4% | -37.7% |
| 3Y | -3.5% | +27.5% | -31.0% | -13.6% |
| 5Y | -25.6% | -4.7% | -20.9% | -26.4% |
| All | +214.2% | +83.3% | +130.9% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling