+15.9%
EW vs ADSK
-3.6%
+19.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -3.4% | -10.9% | +7.6% | -1.0% |
| 30D | -7.4% | -15.9% | +8.5% | -4.1% |
| 3M | +0.9% | -4.4% | +5.3% | +1.0% |
| 6M | +1.2% | -16.6% | +17.8% | +4.2% |
| YTD | +1.8% | -28.5% | +30.3% | +8.6% |
| 1Y | +10.8% | -34.6% | +45.5% | +20.9% |
| All | +15.9% | -3.6% | +19.5% | +7.9% |
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 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