-28.2%
EW vs ADSK
-26.7%
-1.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.1% |
| 7D | -3.4% | -10.9% | +7.6% | +0.1% |
| 30D | -7.4% | -15.9% | +8.5% | -2.5% |
| 3M | +0.9% | -4.4% | +5.3% | +1.3% |
| 6M | +1.2% | -16.6% | +17.8% | +5.9% |
| YTD | +1.8% | -28.5% | +30.3% | +11.7% |
| 1Y | +10.8% | -34.6% | +45.5% | +25.4% |
| 3Y | +17.1% | -3.5% | +20.6% | +10.8% |
| 5Y | -28.2% | -25.6% | -2.6% | -33.8% |
| All | -28.2% | -26.7% | -1.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling