+117.8%
EW vs ADSK
+222.2%
-104.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | -6.2% | -2.5% | -3.6% | -5.3% |
| 30D | -9.3% | -14.9% | +5.5% | -4.6% |
| 3M | -1.6% | +3.3% | -4.9% | -3.7% |
| 6M | -0.8% | -15.7% | +14.8% | +3.6% |
| YTD | -1.0% | -28.2% | +27.2% | +8.8% |
| 1Y | +8.2% | -34.5% | +42.7% | +22.7% |
| 3Y | +12.7% | -2.9% | +15.6% | +7.5% |
| 5Y | -30.2% | -25.3% | -4.9% | -29.7% |
| All | +117.8% | +222.2% | -104.4% | +22.0% |
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