-20.0%
ADSK vs ES
+3.8%
-23.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +11.3% | +6.7% | +4.6% | +9.7% |
| 3M | +3.3% | +0.3% | +3.0% | +3.2% |
| 6M | +10.1% | +7.4% | +2.7% | +8.3% |
| YTD | -12.2% | +8.4% | -20.6% | -14.2% |
| 1Y | -13.9% | +0.6% | -14.5% | -14.5% |
| 3Y | +23.5% | +50.6% | -27.1% | +4.3% |
| 5Y | -20.0% | +4.8% | -24.9% | -23.6% |
| All | -20.0% | +3.8% | -23.9% | -23.6% |
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