-24.5%
ADSK vs ETR
+122.3%
-146.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -14.9% | -1.8% | -13.1% | -14.7% |
| 3M | +3.3% | -3.6% | +6.9% | +3.7% |
| 6M | -15.7% | +2.6% | -18.3% | -16.9% |
| YTD | -28.2% | +16.0% | -44.3% | -31.5% |
| 1Y | -34.5% | +20.1% | -54.7% | -38.1% |
| 3Y | -2.9% | +143.6% | -146.5% | -26.2% |
| All | -24.5% | +122.3% | -146.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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