+215.4%
ADSK vs AA
+122.9%
+92.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -3.4% | +0.9% | -1.9% |
| 30D | -14.9% | -5.8% | -9.1% | -14.1% |
| 3M | +3.3% | -29.9% | +33.2% | +10.1% |
| 6M | -15.7% | -27.0% | +11.4% | -12.1% |
| YTD | -28.2% | -8.7% | -19.5% | -29.4% |
| 1Y | -34.5% | +50.6% | -85.2% | -43.0% |
| 3Y | -2.9% | +74.1% | -77.0% | -22.6% |
| 5Y | -25.3% | +2.6% | -27.9% | -36.7% |
| All | +215.4% | +122.9% | +92.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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