+60.2%
EMR vs ADSK
-3.2%
+63.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.4% | -2.5% | +2.1% | +0.2% |
| 30D | -6.8% | -14.9% | +8.1% | -3.2% |
| 3M | +7.5% | +3.3% | +4.1% | +5.2% |
| 6M | +9.9% | -15.7% | +25.5% | +13.7% |
| YTD | +16.0% | -28.2% | +44.2% | +27.5% |
| 1Y | +12.4% | -34.5% | +47.0% | +28.7% |
| 3Y | +60.2% | -2.9% | +63.1% | +55.2% |
| All | +60.2% | -3.2% | +63.5% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling