+5,780.1%
ADSK vs AA
+215.1%
+5,565.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +14.4% | -0.6% | +15.0% | +14.2% |
| 3M | +2.5% | -19.7% | +22.2% | +8.2% |
| 6M | +14.5% | -41.6% | +56.0% | +29.5% |
| YTD | -10.7% | -24.6% | +14.0% | -8.3% |
| 1Y | -11.0% | +4.9% | -15.9% | -17.5% |
| 3Y | +25.9% | +66.8% | -41.0% | -6.2% |
| 5Y | -19.7% | -19.4% | -0.3% | -31.3% |
| 10Y | +258.2% | +43.1% | +215.1% | +105.2% |
| All | +5,780.1% | +215.1% | +5,565.0% | +1,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling