-2.9%
ADSK vs EWJ
+73.0%
-75.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -14.9% | +0.8% | -15.7% | -15.2% |
| 3M | +3.3% | +7.5% | -4.2% | -0.3% |
| 6M | -15.7% | +15.6% | -31.2% | -22.3% |
| YTD | -28.2% | +22.7% | -51.0% | -36.9% |
| 1Y | -34.5% | +26.4% | -61.0% | -43.6% |
| 3Y | -2.9% | +72.5% | -75.4% | -35.5% |
| All | -2.9% | +73.0% | -75.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling