-20.0%
ADSK vs ABCL
-16.0%
-4.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | +11.3% | -5.4% | +16.8% | +11.5% |
| 3M | +3.3% | +22.4% | -19.1% | -1.0% |
| 6M | +10.1% | +127.6% | -117.5% | -6.1% |
| YTD | -12.2% | +249.4% | -261.6% | -31.3% |
| 1Y | -13.9% | +198.0% | -211.9% | -30.9% |
| 3Y | +23.5% | +195.8% | -172.3% | -9.4% |
| 5Y | -20.0% | -20.6% | +0.5% | -28.7% |
| All | -20.0% | -16.0% | -4.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling