-29.0%
AAL vs ADSK
+397.3%
-426.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.2% |
| 7D | -0.3% | -14.3% | +14.0% | +8.2% |
| 30D | -19.0% | -14.8% | -4.2% | -12.3% |
| 3M | -5.1% | -5.7% | +0.6% | -4.3% |
| 6M | +15.5% | -18.7% | +34.2% | +24.8% |
| YTD | -15.8% | -28.3% | +12.5% | -3.2% |
| 1Y | -0.3% | -35.1% | +34.8% | +21.3% |
| 3Y | -7.7% | -3.2% | -4.5% | -12.4% |
| 5Y | -32.5% | -26.7% | -5.8% | -28.5% |
| 10Y | -66.0% | +208.4% | -274.4% | -87.1% |
| All | -29.0% | +397.3% | -426.4% | -86.3% |
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