+64.2%
EWZ vs ADSK
+248.9%
-184.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.1% | -3.6% | +3.7% | +1.2% |
| 30D | -25.9% | +12.6% | -38.5% | -28.7% |
| 3M | -6.1% | +4.0% | -10.1% | -8.0% |
| 6M | -16.1% | +10.5% | -26.6% | -20.1% |
| YTD | +1.0% | -12.3% | +13.3% | +2.5% |
| 1Y | 0.0% | -14.0% | +14.0% | +2.1% |
| 3Y | +16.8% | +23.2% | -6.4% | +3.0% |
| 5Y | +52.1% | -21.2% | +73.3% | +51.6% |
| All | +64.2% | +248.9% | -184.7% | -12.9% |
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