-42.3%
ACN vs ADSK
-3.6%
-38.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | 0.0% |
| 7D | -7.9% | -10.9% | +3.0% | -2.4% |
| 30D | -1.1% | -15.9% | +14.8% | +7.6% |
| 3M | +5.6% | -4.4% | +10.0% | +7.4% |
| 6M | -9.9% | -16.6% | +6.7% | -2.5% |
| YTD | -32.3% | -28.5% | -3.8% | -22.6% |
| 1Y | -25.3% | -34.6% | +9.3% | -11.7% |
| All | -42.3% | -3.6% | -38.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling