+1,623.2%
ACN vs ADSK
+2,302.1%
-678.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.2% |
| 7D | -4.8% | -14.3% | +9.5% | +0.3% |
| 30D | +1.9% | -14.8% | +16.7% | +7.4% |
| 3M | +3.9% | -5.7% | +9.6% | +6.0% |
| 6M | -15.0% | -18.7% | +3.7% | -8.8% |
| YTD | -31.9% | -28.3% | -3.6% | -23.8% |
| 1Y | -28.5% | -35.1% | +6.6% | -17.5% |
| 3Y | -41.9% | -3.2% | -38.7% | -42.0% |
| 5Y | -42.9% | -26.7% | -16.1% | -39.4% |
| 10Y | +88.7% | +208.4% | -119.7% | +23.1% |
| All | +1,623.2% | +2,302.1% | -678.9% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling