+93.1%
ACN vs ADSK
+222.2%
-129.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | +2.1% | -14.9% | +17.0% | +9.0% |
| 3M | +11.1% | +3.3% | +7.8% | +9.6% |
| 6M | -6.8% | -15.7% | +8.8% | -0.1% |
| YTD | -30.0% | -28.2% | -1.8% | -20.0% |
| 1Y | -23.1% | -34.5% | +11.4% | -8.9% |
| 3Y | -40.4% | -2.9% | -37.5% | -40.8% |
| 5Y | -41.6% | -25.3% | -16.2% | -38.4% |
| All | +93.1% | +222.2% | -129.1% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling