+957.8%
AAOI vs ADSK
+420.6%
+537.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.2% | -2.5% | +2.4% | +1.1% |
| 30D | -23.7% | -14.9% | -8.8% | -17.7% |
| 3M | -39.0% | +3.3% | -42.3% | -43.8% |
| 6M | -17.0% | -15.7% | -1.4% | -15.2% |
| YTD | +202.2% | -28.2% | +230.5% | +241.8% |
| 1Y | +292.4% | -34.5% | +327.0% | +375.4% |
| 3Y | +804.4% | -2.9% | +807.3% | +818.2% |
| 5Y | +1,318.0% | -25.3% | +1,343.4% | +1,512.4% |
| 10Y | +436.7% | +217.8% | +219.0% | +201.1% |
| All | +957.8% | +420.6% | +537.2% | +417.1% |
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