-41.1%
ACN vs ADSK
-25.3%
-15.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | +2.1% | -14.9% | +17.0% | +9.8% |
| 3M | +11.1% | +3.3% | +7.8% | +9.3% |
| 6M | -6.8% | -15.7% | +8.8% | +0.3% |
| YTD | -30.0% | -28.2% | -1.8% | -19.4% |
| 1Y | -23.1% | -34.5% | +11.4% | -8.0% |
| 3Y | -40.4% | -2.9% | -37.5% | -40.9% |
| All | -41.1% | -25.3% | -15.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling