-24.5%
ADSK vs AFL
+133.8%
-158.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.8% |
| 30D | -14.9% | -4.0% | -10.8% | -13.4% |
| 3M | +3.3% | -0.5% | +3.8% | +3.5% |
| 6M | -15.7% | +6.5% | -22.2% | -18.0% |
| YTD | -28.2% | +6.2% | -34.4% | -30.4% |
| 1Y | -34.5% | +8.3% | -42.8% | -37.2% |
| 3Y | -2.9% | +62.5% | -65.4% | -25.0% |
| All | -24.5% | +133.8% | -158.3% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling