-28.2%
ADSK vs ES
-4.5%
-23.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.3% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -19.3% | -1.0% | -18.3% | -19.2% |
| 3M | -7.8% | +1.5% | -9.3% | -8.0% |
| 6M | -20.8% | -3.5% | -17.3% | -20.2% |
| YTD | -30.2% | +7.0% | -37.2% | -31.5% |
| 1Y | -36.5% | +15.3% | -51.8% | -39.2% |
| 3Y | -5.7% | +30.2% | -35.9% | -14.9% |
| 5Y | -28.2% | -4.3% | -23.9% | -27.4% |
| All | -28.2% | -4.5% | -23.6% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling