+5,780.1%
ADSK vs ES
+1,272.1%
+4,508.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.0% | +2.7% | -1.7% | +0.2% |
| 30D | +14.4% | +7.6% | +6.8% | +11.7% |
| 3M | +2.5% | +0.5% | +2.0% | +2.2% |
| 6M | +14.5% | +7.6% | +6.9% | +11.5% |
| YTD | -10.7% | +10.2% | -20.9% | -14.1% |
| 1Y | -11.0% | +1.8% | -12.9% | -12.6% |
| 3Y | +25.9% | +55.4% | -29.5% | +4.8% |
| 5Y | -19.7% | +7.3% | -27.0% | -24.6% |
| 10Y | +258.2% | +96.4% | +161.9% | +165.1% |
| All | +5,780.1% | +1,272.1% | +4,508.0% | +2,039.4% |
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 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