+55.2%
EWT vs ADSK
-10.6%
+65.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.3% | -0.4% |
| 7D | -10.9% | +11.4% | -22.3% | -9.8% |
| 30D | -17.7% | +21.9% | -39.6% | -16.0% |
| 3M | -5.0% | +13.9% | -18.9% | -3.1% |
| 6M | +7.4% | +9.1% | -1.7% | +12.3% |
| YTD | +52.8% | -8.8% | +61.6% | +67.4% |
| 1Y | +55.2% | -10.2% | +65.4% | +71.4% |
| All | +55.2% | -10.6% | +65.8% | +71.4% |
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