+851.2%
EEM vs ADSK
+2,551.6%
-1,700.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +2.0% | -14.5% | +16.5% | +7.8% |
| 30D | +5.1% | -19.3% | +24.4% | +13.1% |
| 3M | +4.6% | -7.8% | +12.4% | +5.7% |
| 6M | +17.8% | -20.8% | +38.5% | +25.0% |
| YTD | +25.8% | -30.2% | +56.0% | +39.0% |
| 1Y | +36.4% | -36.5% | +72.9% | +56.0% |
| 3Y | +90.0% | -5.7% | +95.7% | +81.2% |
| 5Y | +46.6% | -28.2% | +74.7% | +46.9% |
| 10Y | +132.3% | +209.1% | -76.9% | +13.0% |
| All | +851.2% | +2,551.6% | -1,700.3% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling