-8.7%
ADSK vs ACI
+21.2%
-29.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | +0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.2% |
| 30D | -14.9% | +0.6% | -15.5% | -14.9% |
| 3M | +3.3% | -20.3% | +23.6% | +4.9% |
| 6M | -15.7% | -24.7% | +9.0% | -14.1% |
| YTD | -28.2% | -27.2% | -1.0% | -26.8% |
| 1Y | -34.5% | -32.7% | -1.8% | -32.8% |
| 3Y | -2.9% | -43.9% | +41.0% | +1.0% |
| 5Y | -25.3% | -38.9% | +13.5% | -23.3% |
| All | -8.7% | +21.2% | -29.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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