+11.9%
ACN vs ADSK
-10.6%
+22.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.0% | -3.2% | -1.0% |
| 7D | +8.6% | +11.4% | -2.9% | +0.7% |
| 30D | +36.6% | +21.9% | +14.7% | +19.2% |
| 3M | +56.3% | +13.9% | +42.4% | +41.2% |
| 6M | +49.7% | +9.1% | +40.6% | +38.0% |
| YTD | +1.3% | -8.8% | +10.1% | -2.7% |
| 1Y | +11.9% | -10.2% | +22.2% | +8.4% |
| All | +11.9% | -10.6% | +22.6% | +8.4% |
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