-10.2%
ADSK vs ACGL
+28.7%
-38.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.4% | +5.9% |
| 7D | +11.4% | +8.0% | +3.5% | +8.4% |
| 30D | +21.9% | +17.3% | +4.6% | +15.5% |
| 3M | +13.9% | +11.2% | +2.6% | +9.6% |
| 6M | +9.1% | +18.2% | -9.1% | +4.8% |
| YTD | -8.8% | +15.4% | -24.1% | -13.1% |
| 1Y | -10.2% | +26.5% | -36.8% | -17.1% |
| All | -10.2% | +28.7% | -38.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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