-3.2%
ADSK vs ABCL
+105.4%
-108.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -14.3% | +1.4% | -15.7% | -14.4% |
| 30D | -14.8% | +65.1% | -79.9% | -18.9% |
| 3M | -5.7% | +111.1% | -116.8% | -12.7% |
| 6M | -18.7% | +231.6% | -250.3% | -28.6% |
| YTD | -28.3% | +234.5% | -262.8% | -37.4% |
| 1Y | -35.1% | +174.3% | -209.4% | -42.8% |
| 3Y | -3.2% | +111.5% | -114.6% | -16.1% |
| All | -3.2% | +105.4% | -108.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling