+513.6%
EWT vs ADSK
+222.2%
+291.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +4.5% | -14.9% | +19.3% | +8.6% |
| 3M | +8.3% | +3.3% | +4.9% | +5.7% |
| 6M | +54.2% | -15.7% | +69.9% | +58.6% |
| YTD | +74.6% | -28.2% | +102.8% | +87.3% |
| 1Y | +84.9% | -34.5% | +119.4% | +103.9% |
| 3Y | +197.5% | -2.9% | +200.4% | +187.5% |
| 5Y | +150.6% | -25.3% | +175.9% | +151.2% |
| All | +513.6% | +222.2% | +291.4% | +283.4% |
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 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