-32.4%
ACHR vs ADSK
-31.6%
-0.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | +1.4% |
| 7D | -0.7% | -16.4% | +15.7% | +4.3% |
| 30D | +9.8% | -9.2% | +19.0% | +13.2% |
| 3M | -10.5% | -6.7% | -3.8% | -8.1% |
| 6M | -15.5% | -15.5% | 0.0% | -10.2% |
| YTD | -24.1% | -26.4% | +2.3% | -10.2% |
| 1Y | -32.4% | -31.9% | -0.5% | -7.5% |
| All | -32.4% | -31.6% | -0.8% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling