+19.4%
ETN vs ADSK
-34.7%
+54.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.1% |
| 7D | +3.5% | -2.5% | +6.1% | +2.8% |
| 30D | -7.5% | -14.9% | +7.4% | -11.1% |
| 3M | +8.3% | +3.3% | +5.0% | +10.7% |
| 6M | +20.2% | -15.7% | +35.8% | +20.1% |
| YTD | +34.7% | -28.2% | +62.9% | +38.5% |
| 1Y | +19.4% | -34.5% | +54.0% | +26.9% |
| All | +19.4% | -34.7% | +54.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling