+222.9%
EWY vs ADSK
-3.2%
+226.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.1% |
| 30D | +7.3% | -14.9% | +22.2% | +8.8% |
| 3M | -5.1% | +3.3% | -8.5% | -7.0% |
| 6M | +42.1% | -15.7% | +57.7% | +45.4% |
| YTD | +94.1% | -28.2% | +122.4% | +108.3% |
| 1Y | +147.8% | -34.5% | +182.4% | +174.4% |
| 3Y | +222.9% | -2.9% | +225.8% | +197.0% |
| All | +222.9% | -3.2% | +226.2% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling