+214.2%
ADSK vs ACGL
+277.0%
-62.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.9% | -3.6% | -7.3% | -9.5% |
| 30D | -15.9% | -2.1% | -13.8% | -15.2% |
| 3M | -4.4% | +5.4% | -9.7% | -6.2% |
| 6M | -16.6% | 0.0% | -16.7% | -16.7% |
| YTD | -28.5% | +0.3% | -28.8% | -29.0% |
| 1Y | -34.6% | +6.2% | -40.8% | -36.7% |
| 3Y | -3.5% | +30.9% | -34.4% | -16.6% |
| 5Y | -25.6% | +159.8% | -185.4% | -54.3% |
| All | +214.2% | +277.0% | -62.8% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling