+215.4%
ADSK vs ESI
+312.8%
-97.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.5% | -4.6% | +2.1% | -0.8% |
| 30D | -14.9% | -10.5% | -4.4% | -11.4% |
| 3M | +3.3% | -19.8% | +23.1% | +10.0% |
| 6M | -15.7% | +5.8% | -21.5% | -22.9% |
| YTD | -28.2% | +38.3% | -66.5% | -42.8% |
| 1Y | -34.5% | +31.5% | -66.1% | -47.0% |
| 3Y | -2.9% | +80.7% | -83.6% | -34.6% |
| 5Y | -25.3% | +69.4% | -94.8% | -48.4% |
| All | +215.4% | +312.8% | -97.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling