+215.4%
ADSK vs A
+256.4%
-41.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -1.4% |
| 7D | -2.5% | -2.6% | +0.1% | -0.9% |
| 30D | -14.9% | -0.9% | -14.0% | -14.5% |
| 3M | +3.3% | +13.6% | -10.3% | -5.5% |
| 6M | -15.7% | +27.8% | -43.5% | -29.8% |
| YTD | -28.2% | +8.6% | -36.9% | -33.5% |
| 1Y | -34.5% | +16.9% | -51.4% | -43.0% |
| 3Y | -2.9% | +32.9% | -35.8% | -28.4% |
| 5Y | -25.3% | -14.1% | -11.2% | -22.9% |
| All | +215.4% | +256.4% | -41.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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