+49.5%
EQT vs ADSK
+221.0%
-171.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | -1.2% | -10.9% | +9.7% | +1.4% |
| 30D | +1.1% | -15.9% | +17.0% | +4.9% |
| 3M | +4.8% | -4.4% | +9.2% | +5.0% |
| 6M | -10.6% | -16.6% | +6.1% | -7.9% |
| YTD | +3.4% | -28.5% | +32.0% | +10.4% |
| 1Y | +8.7% | -34.6% | +43.3% | +18.5% |
| 3Y | +35.0% | -3.5% | +38.4% | +32.1% |
| 5Y | +204.2% | -25.6% | +229.9% | +205.9% |
| All | +49.5% | +221.0% | -171.5% | -4.2% |
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