+4,745.6%
ADSK vs ES
+1,243.3%
+3,502.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.1% |
| 7D | -16.4% | +0.3% | -16.7% | -16.5% |
| 30D | -9.2% | -2.0% | -7.3% | -8.7% |
| 3M | -6.7% | +1.7% | -8.4% | -7.3% |
| 6M | -15.5% | -3.5% | -12.0% | -14.9% |
| YTD | -26.4% | +7.9% | -34.3% | -28.7% |
| 1Y | -31.9% | +17.2% | -49.1% | -36.2% |
| 3Y | -1.0% | +29.3% | -30.3% | -12.4% |
| 5Y | -24.5% | -5.7% | -18.8% | -26.1% |
| 10Y | +220.4% | +85.2% | +135.2% | +141.8% |
| All | +4,745.6% | +1,243.3% | +3,502.3% | +1,676.0% |
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