+2,163.8%
ADSK vs ACGL
+4,943.5%
-2,779.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | +12.6% | +12.8% | -0.2% | +8.7% |
| 3M | +4.0% | +12.3% | -8.3% | +0.5% |
| 6M | +10.5% | +15.8% | -5.4% | +5.8% |
| YTD | -12.3% | +13.9% | -26.2% | -16.0% |
| 1Y | -14.0% | +19.0% | -33.0% | -18.7% |
| 3Y | +23.2% | +33.7% | -10.4% | +10.7% |
| 5Y | -21.2% | +173.4% | -194.6% | -44.0% |
| 10Y | +251.6% | +324.9% | -73.3% | +114.3% |
| All | +2,163.8% | +4,943.5% | -2,779.7% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling