-26.1%
ADSK vs ABCL
-81.9%
+55.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.2% |
| 7D | -14.5% | -2.7% | -11.8% | -14.2% |
| 30D | -19.3% | +18.3% | -37.6% | -21.3% |
| 3M | -7.8% | +108.5% | -116.3% | -17.5% |
| 6M | -20.8% | +213.9% | -234.7% | -33.7% |
| YTD | -30.2% | +223.1% | -253.3% | -42.3% |
| 1Y | -36.5% | +160.6% | -197.1% | -46.6% |
| 3Y | -5.7% | +104.3% | -110.0% | -22.3% |
| 5Y | -28.2% | -40.0% | +11.9% | -34.3% |
| All | -26.1% | -81.9% | +55.8% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling