+15.0%
EEM vs ADSK
-10.6%
+25.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.2% | +1.5% |
| 7D | -3.0% | +11.4% | -14.4% | -2.0% |
| 30D | -10.3% | +21.9% | -32.2% | -8.7% |
| 3M | -6.6% | +13.9% | -20.5% | -5.1% |
| 6M | -3.4% | +9.1% | -12.5% | -0.3% |
| YTD | +13.2% | -8.8% | +22.0% | +18.7% |
| 1Y | +15.0% | -10.2% | +25.2% | +21.1% |
| All | +15.0% | -10.6% | +25.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling