+97.9%
EWT vs ADSK
-31.6%
+129.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.1% | +1.5% |
| 7D | +4.0% | -16.4% | +20.4% | +3.2% |
| 30D | +10.3% | -9.2% | +19.5% | +9.9% |
| 3M | +6.1% | -6.7% | +12.8% | +7.6% |
| 6M | +56.6% | -15.5% | +72.1% | +60.7% |
| YTD | +76.6% | -26.4% | +103.0% | +90.2% |
| 1Y | +97.9% | -31.9% | +129.8% | +118.0% |
| All | +97.9% | -31.6% | +129.5% | +118.0% |
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 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