-24.5%
ADSK vs ET
+241.8%
-266.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -14.9% | +2.9% | -17.7% | -15.9% |
| 3M | +3.3% | +16.8% | -13.5% | -3.1% |
| 6M | -15.7% | +18.9% | -34.5% | -21.6% |
| YTD | -28.2% | +37.7% | -65.9% | -37.4% |
| 1Y | -34.5% | +32.4% | -67.0% | -42.0% |
| 3Y | -2.9% | +99.5% | -102.4% | -28.3% |
| All | -24.5% | +241.8% | -266.2% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling