+4,619.0%
ADSK vs AA
+309.2%
+4,309.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.2% | -3.6% |
| 7D | -14.3% | +1.7% | -16.0% | -14.7% |
| 30D | -14.8% | +3.3% | -18.1% | -15.9% |
| 3M | -5.7% | -29.4% | +23.7% | +2.5% |
| 6M | -18.7% | -12.8% | -5.9% | -18.4% |
| YTD | -28.3% | -2.1% | -26.2% | -31.2% |
| 1Y | -35.1% | +62.8% | -97.8% | -47.2% |
| 3Y | -3.2% | +90.5% | -93.7% | -30.3% |
| 5Y | -26.7% | +19.1% | -45.8% | -44.6% |
| 10Y | +208.4% | +124.8% | +83.6% | +53.6% |
| All | +4,619.0% | +309.2% | +4,309.9% | +1,168.0% |
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 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