-18.9%
ADSK vs ACGL
+173.1%
-192.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +10.5% | +14.2% | -3.7% | +6.3% |
| 3M | +1.6% | +11.1% | -9.5% | -1.5% |
| 6M | +6.4% | +16.4% | -10.0% | +1.9% |
| YTD | -12.1% | +13.8% | -25.9% | -15.6% |
| 1Y | -12.9% | +21.6% | -34.5% | -18.0% |
| 3Y | +23.5% | +33.5% | -10.0% | +11.2% |
| 5Y | -18.9% | +174.8% | -193.7% | -49.8% |
| All | -18.9% | +173.1% | -192.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling