+25.9%
ADSK vs AA
+67.6%
-41.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.1% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +14.4% | -0.6% | +15.0% | +14.3% |
| 3M | +2.5% | -19.7% | +22.2% | +4.4% |
| 6M | +14.5% | -41.6% | +56.0% | +20.0% |
| YTD | -10.7% | -24.6% | +14.0% | -10.8% |
| 1Y | -11.0% | +4.9% | -15.9% | -16.1% |
| 3Y | +25.9% | +66.8% | -41.0% | +1.3% |
| All | +25.9% | +67.6% | -41.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling