-32.6%
AAL vs ADSK
-25.3%
-7.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.9% | -2.5% | +1.6% | +0.2% |
| 30D | -12.9% | -14.9% | +2.0% | -6.5% |
| 3M | -11.2% | +3.3% | -14.5% | -14.3% |
| 6M | +17.8% | -15.7% | +33.5% | +24.1% |
| YTD | -15.1% | -28.2% | +13.1% | -3.0% |
| 1Y | +0.5% | -34.5% | +35.0% | +21.0% |
| 3Y | -7.7% | -2.9% | -4.8% | -12.9% |
| All | -32.6% | -25.3% | -7.3% | -36.7% |
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