+5,682.0%
ADSK vs ES
+1,249.3%
+4,432.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +11.3% | +6.7% | +4.6% | +9.0% |
| 3M | +3.3% | +0.3% | +3.0% | +3.1% |
| 6M | +10.1% | +7.4% | +2.7% | +7.4% |
| YTD | -12.2% | +8.4% | -20.6% | -15.1% |
| 1Y | -13.9% | +0.6% | -14.5% | -15.0% |
| 3Y | +23.5% | +50.6% | -27.1% | +3.9% |
| 5Y | -20.0% | +4.8% | -24.9% | -24.3% |
| 10Y | +252.3% | +93.1% | +159.2% | +162.1% |
| All | +5,682.0% | +1,249.3% | +4,432.7% | +2,015.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling