+497.3%
ADSK vs ET
+1,438.5%
-941.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -14.9% | +2.9% | -17.7% | -15.6% |
| 3M | +3.3% | +16.8% | -13.5% | -1.5% |
| 6M | -15.7% | +18.9% | -34.5% | -20.1% |
| YTD | -28.2% | +37.7% | -65.9% | -35.1% |
| 1Y | -34.5% | +32.4% | -67.0% | -40.1% |
| 3Y | -2.9% | +99.5% | -102.4% | -21.8% |
| 5Y | -25.3% | +244.0% | -269.3% | -49.2% |
| 10Y | +217.8% | +172.1% | +45.7% | +112.3% |
| All | +497.3% | +1,438.5% | -941.2% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling