+3,723.9%
ADSK vs A
+442.2%
+3,281.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.5% |
| 7D | -14.3% | -2.1% | -12.3% | -13.6% |
| 30D | -14.8% | +0.6% | -15.4% | -15.0% |
| 3M | -5.7% | +10.9% | -16.6% | -9.9% |
| 6M | -18.7% | +28.2% | -46.8% | -27.6% |
| YTD | -28.3% | +8.6% | -36.9% | -31.6% |
| 1Y | -35.1% | +15.5% | -50.6% | -40.0% |
| 3Y | -3.2% | +31.8% | -35.0% | -17.5% |
| 5Y | -26.7% | -14.9% | -11.8% | -24.5% |
| 10Y | +208.4% | +237.8% | -29.4% | +86.5% |
| All | +3,723.9% | +442.2% | +3,281.7% | +1,660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling