-28.2%
ADSK vs ACWI
+67.2%
-95.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | -14.5% | 0.0% | -14.5% | -14.5% |
| 30D | -19.3% | -0.6% | -18.7% | -18.7% |
| 3M | -7.8% | +4.3% | -12.1% | -13.6% |
| 6M | -20.8% | +12.7% | -33.4% | -34.1% |
| YTD | -30.2% | +13.9% | -44.1% | -43.0% |
| 1Y | -36.5% | +20.5% | -57.0% | -52.3% |
| 3Y | -5.7% | +76.5% | -82.3% | -61.4% |
| 5Y | -28.2% | +67.5% | -95.7% | -66.4% |
| All | -28.2% | +67.2% | -95.4% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling