+4,494.7%
ADSK vs ETR
+4,408.0%
+86.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.3% |
| 7D | -14.5% | +0.4% | -14.9% | -14.6% |
| 30D | -19.3% | +2.0% | -21.4% | -19.8% |
| 3M | -7.8% | -1.7% | -6.1% | -7.6% |
| 6M | -20.8% | +3.6% | -24.3% | -22.3% |
| YTD | -30.2% | +18.0% | -48.2% | -34.4% |
| 1Y | -36.5% | +26.2% | -62.7% | -41.5% |
| 3Y | -5.7% | +148.0% | -153.7% | -30.7% |
| 5Y | -28.2% | +126.1% | -154.2% | -46.1% |
| 10Y | +209.1% | +302.3% | -93.1% | +92.3% |
| All | +4,494.7% | +4,408.0% | +86.7% | +1,663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling