-31.9%
ADSK vs ABCL
+186.8%
-218.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.2% |
| 7D | -16.4% | +0.7% | -17.1% | -16.4% |
| 30D | -9.2% | +93.1% | -102.3% | -13.2% |
| 3M | -6.7% | +79.4% | -86.2% | -10.6% |
| 6M | -15.5% | +214.9% | -230.4% | -23.2% |
| YTD | -26.4% | +234.2% | -260.6% | -33.6% |
| 1Y | -31.9% | +174.8% | -206.7% | -37.7% |
| All | -31.9% | +186.8% | -218.7% | -37.7% |
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