+573.9%
EWT vs ADSK
+2,328.2%
-1,754.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -5.0% | -3.2% |
| 7D | -1.1% | -10.9% | +9.8% | +2.0% |
| 30D | +4.8% | -15.9% | +20.7% | +9.7% |
| 3M | +11.1% | -4.4% | +15.5% | +10.7% |
| 6M | +54.6% | -16.6% | +71.3% | +59.6% |
| YTD | +71.4% | -28.5% | +100.0% | +84.2% |
| 1Y | +82.1% | -34.6% | +116.8% | +100.9% |
| 3Y | +193.2% | -3.5% | +196.7% | +183.9% |
| 5Y | +146.1% | -25.6% | +171.7% | +147.8% |
| 10Y | +505.0% | +216.6% | +288.4% | +267.1% |
| All | +573.9% | +2,328.2% | -1,754.2% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling