-25.6%
ADSK vs ACI
-44.6%
+19.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | -10.9% | -7.1% | -3.8% | -10.2% |
| 30D | -15.9% | -4.5% | -11.4% | -15.5% |
| 3M | -4.4% | -22.3% | +17.9% | -2.3% |
| 6M | -16.6% | -28.4% | +11.8% | -14.1% |
| YTD | -28.5% | -29.5% | +1.0% | -26.4% |
| 1Y | -34.6% | -34.2% | -0.4% | -32.2% |
| 3Y | -3.5% | -45.7% | +42.2% | +2.4% |
| 5Y | -25.6% | -40.8% | +15.2% | -23.3% |
| All | -25.6% | -44.6% | +19.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling