-18.9%
ADSK vs ACWI
+59.2%
-78.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.6% |
| 7D | +3.1% | -0.2% | +3.2% | +3.1% |
| 30D | +10.5% | -3.3% | +13.8% | +14.8% |
| 3M | +1.6% | -3.4% | +5.0% | +5.6% |
| 6M | +6.4% | +0.8% | +5.6% | +3.2% |
| YTD | -12.1% | +10.7% | -22.8% | -25.9% |
| 1Y | -12.9% | +11.6% | -24.5% | -27.5% |
| 3Y | +23.5% | +73.4% | -49.9% | -48.9% |
| 5Y | -18.9% | +60.2% | -79.0% | -59.7% |
| All | -18.9% | +59.2% | -78.0% | -59.7% |
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