-24.5%
ADSK vs EWJ
+50.5%
-75.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -1.3% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -14.9% | +0.8% | -15.7% | -15.5% |
| 3M | +3.3% | +7.5% | -4.2% | -3.6% |
| 6M | -15.7% | +15.6% | -31.2% | -27.1% |
| YTD | -28.2% | +22.7% | -51.0% | -42.2% |
| 1Y | -34.5% | +26.4% | -61.0% | -49.0% |
| 3Y | -2.9% | +72.5% | -75.4% | -49.1% |
| All | -24.5% | +50.5% | -75.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling