+14.8%
EEM vs ADSK
-18.8%
+33.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -1.9% |
| 7D | -0.7% | -10.9% | +10.2% | -2.0% |
| 30D | +2.4% | -15.9% | +18.3% | +0.6% |
| 3M | +4.2% | -4.4% | +8.5% | +4.9% |
| 6M | +14.8% | -16.6% | +31.4% | +18.3% |
| All | +14.8% | -18.8% | +33.6% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling