-36.5%
ADSK vs ACWI
+20.9%
-57.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -19.3% | -0.6% | -18.7% | -19.2% |
| 3M | -7.8% | +4.3% | -12.1% | -8.8% |
| 6M | -20.8% | +12.7% | -33.4% | -25.5% |
| YTD | -30.2% | +13.9% | -44.1% | -35.1% |
| 1Y | -36.5% | +20.5% | -57.0% | -45.1% |
| All | -36.5% | +20.9% | -57.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling