-36.5%
ADSK vs ACGL
+5.7%
-42.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.7% |
| 7D | -14.5% | -2.1% | -12.4% | -14.0% |
| 30D | -19.3% | -2.2% | -17.1% | -18.9% |
| 3M | -7.8% | +6.3% | -14.1% | -7.2% |
| 6M | -20.8% | +0.5% | -21.3% | -20.4% |
| YTD | -30.2% | +0.2% | -30.4% | -30.1% |
| 1Y | -36.5% | +7.3% | -43.7% | -36.0% |
| All | -36.5% | +5.7% | -42.2% | -36.0% |
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