+416.5%
ADSK vs ESI
+222.6%
+194.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -14.5% | +3.9% | -18.4% | -15.7% |
| 30D | -19.3% | -3.8% | -15.5% | -18.5% |
| 3M | -7.8% | -13.1% | +5.3% | -5.7% |
| 6M | -20.8% | +11.3% | -32.1% | -27.1% |
| YTD | -30.2% | +44.1% | -74.3% | -42.0% |
| 1Y | -36.5% | +40.3% | -76.8% | -47.0% |
| 3Y | -5.7% | +84.1% | -89.8% | -30.2% |
| 5Y | -28.2% | +75.8% | -104.0% | -45.9% |
| 10Y | +209.1% | +320.7% | -111.6% | +71.3% |
| All | +416.5% | +222.6% | +194.0% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling