-25.6%
ADSK vs AA
+5.3%
-30.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +3.2% |
| 7D | -10.9% | -5.4% | -5.5% | -10.1% |
| 30D | -15.9% | -10.7% | -5.2% | -14.5% |
| 3M | -4.4% | -26.2% | +21.8% | 0.0% |
| 6M | -16.6% | -20.9% | +4.3% | -15.0% |
| YTD | -28.5% | -8.6% | -19.9% | -29.8% |
| 1Y | -34.6% | +57.4% | -92.0% | -43.4% |
| 3Y | -3.5% | +77.8% | -81.3% | -23.4% |
| 5Y | -25.6% | +2.7% | -28.3% | -33.9% |
| All | -25.6% | +5.3% | -30.9% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling