-24.3%
ADSK vs ABCL
-82.9%
+58.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.8% | +3.1% |
| 7D | -10.9% | -9.6% | -1.3% | -9.8% |
| 30D | -15.9% | +7.2% | -23.1% | -16.9% |
| 3M | -4.4% | +105.5% | -109.9% | -14.4% |
| 6M | -16.6% | +193.0% | -209.6% | -29.7% |
| YTD | -28.5% | +205.8% | -234.4% | -40.5% |
| 1Y | -34.6% | +144.4% | -179.0% | -44.6% |
| 3Y | -3.5% | +93.3% | -96.8% | -19.9% |
| 5Y | -25.6% | -44.9% | +19.3% | -31.4% |
| All | -24.3% | -82.9% | +58.5% | -26.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling