-8.8%
ADSK vs ACI
+21.8%
-30.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.3% |
| 7D | -14.3% | -2.6% | -11.8% | -14.1% |
| 30D | -14.8% | +1.1% | -15.9% | -14.9% |
| 3M | -5.7% | -23.6% | +17.9% | -4.0% |
| 6M | -18.7% | -29.9% | +11.3% | -16.7% |
| YTD | -28.3% | -26.9% | -1.5% | -26.9% |
| 1Y | -35.1% | -34.2% | -0.8% | -33.2% |
| 3Y | -3.2% | -43.6% | +40.4% | +0.7% |
| 5Y | -26.7% | -42.4% | +15.7% | -24.6% |
| All | -8.8% | +21.8% | -30.6% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling