+35.8%
EQT vs ADSK
-3.6%
+39.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | -1.2% | -10.9% | +9.7% | +0.8% |
| 30D | +1.1% | -15.9% | +17.0% | +4.1% |
| 3M | +4.8% | -4.4% | +9.2% | +5.1% |
| 6M | -10.6% | -16.6% | +6.1% | -7.7% |
| YTD | +3.4% | -28.5% | +32.0% | +11.1% |
| 1Y | +8.7% | -34.6% | +43.3% | +19.5% |
| All | +35.8% | -3.6% | +39.4% | +38.3% |
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 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