-10.2%
ADSK vs ABCL
+138.2%
-148.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +7.0% |
| 7D | +11.4% | -10.0% | +21.4% | +12.0% |
| 30D | +21.9% | -10.9% | +32.8% | +22.5% |
| 3M | +13.9% | +101.6% | -87.8% | +7.4% |
| 6M | +9.1% | +167.5% | -158.4% | -0.4% |
| YTD | -8.8% | +259.1% | -267.8% | -20.5% |
| 1Y | -10.2% | +152.2% | -162.4% | -19.6% |
| All | -10.2% | +138.2% | -148.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling