+128.5%
EEM vs ADSK
+222.2%
-93.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.3% | -2.5% | +1.3% | -0.6% |
| 30D | +2.1% | -14.9% | +16.9% | +6.2% |
| 3M | +1.0% | +3.3% | -2.3% | -1.3% |
| 6M | +15.9% | -15.7% | +31.6% | +19.3% |
| YTD | +24.6% | -28.2% | +52.9% | +34.0% |
| 1Y | +32.3% | -34.5% | +66.8% | +46.1% |
| 3Y | +85.9% | -2.9% | +88.8% | +77.7% |
| 5Y | +45.4% | -25.3% | +70.7% | +44.7% |
| All | +128.5% | +222.2% | -93.7% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling