+353.2%
EWZ vs ADSK
+4,443.6%
-4,090.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +0.8% | +1.0% | -0.3% | +0.4% |
| 30D | -24.4% | +14.4% | -38.8% | -28.2% |
| 3M | -4.6% | +2.5% | -7.1% | -6.3% |
| 6M | -11.6% | +14.5% | -26.0% | -17.7% |
| YTD | +2.4% | -10.7% | +13.1% | +2.8% |
| 1Y | +2.1% | -11.0% | +13.1% | +2.6% |
| 3Y | +18.7% | +25.9% | -7.1% | +2.3% |
| 5Y | +54.2% | -19.7% | +73.9% | +47.6% |
| 10Y | +65.9% | +258.2% | -192.4% | -16.5% |
| All | +353.2% | +4,443.6% | -4,090.4% | +0.3% |
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