-31.9%
ADSK vs AFL
+11.7%
-43.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.1% |
| 7D | -16.4% | +0.6% | -17.0% | -16.4% |
| 30D | -9.2% | -6.2% | -3.0% | -8.2% |
| 3M | -6.7% | +2.2% | -8.9% | -6.4% |
| 6M | -15.5% | +5.3% | -20.8% | -15.8% |
| YTD | -26.4% | +8.0% | -34.3% | -26.6% |
| 1Y | -31.9% | +10.2% | -42.1% | -31.9% |
| All | -31.9% | +11.7% | -43.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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