+62.3%
EWZ vs ADSK
-26.8%
+89.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.3% |
| 7D | +5.6% | -14.3% | +19.9% | +7.8% |
| 30D | +9.3% | -14.8% | +24.1% | +11.5% |
| 3M | +15.7% | -5.7% | +21.4% | +16.0% |
| 6M | +7.4% | -18.7% | +26.1% | +10.0% |
| YTD | +22.7% | -28.3% | +51.0% | +28.2% |
| 1Y | +36.4% | -35.1% | +71.4% | +45.1% |
| 3Y | +50.4% | -3.2% | +53.6% | +48.3% |
| All | +62.3% | -26.8% | +89.1% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling