+1,193.7%
EWY vs ADSK
+2,420.0%
-1,226.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -5.0% |
| 7D | +1.2% | -10.9% | +12.1% | +4.8% |
| 30D | +9.3% | -15.9% | +25.2% | +15.0% |
| 3M | +2.4% | -4.4% | +6.8% | +1.3% |
| 6M | +40.3% | -16.6% | +56.9% | +44.5% |
| YTD | +88.0% | -28.5% | +116.5% | +102.5% |
| 1Y | +143.8% | -34.6% | +178.5% | +170.7% |
| 3Y | +217.8% | -3.5% | +221.2% | +202.1% |
| 5Y | +142.7% | -25.6% | +168.3% | +142.2% |
| 10Y | +291.7% | +216.6% | +75.1% | +117.4% |
| All | +1,193.7% | +2,420.0% | -1,226.3% | +214.4% |
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 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