+3,846.9%
EMR vs ADSK
+4,642.0%
-795.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +0.9% | -14.5% | +15.4% | +4.2% |
| 30D | -5.0% | -19.3% | +14.4% | -0.8% |
| 3M | +5.9% | -7.8% | +13.7% | +6.9% |
| 6M | +7.3% | -20.8% | +28.1% | +11.2% |
| YTD | +14.6% | -30.2% | +44.8% | +21.7% |
| 1Y | +15.6% | -36.5% | +52.1% | +25.3% |
| 3Y | +60.2% | -5.7% | +65.9% | +58.6% |
| 5Y | +65.8% | -28.2% | +94.0% | +69.6% |
| 10Y | +277.4% | +209.1% | +68.3% | +182.4% |
| All | +3,846.9% | +4,642.0% | -795.1% | +1,608.1% |
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 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