+4,623.3%
ADSK vs AFL
+18,562.2%
-13,939.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | -14.9% | -4.0% | -10.8% | -13.7% |
| 3M | +3.3% | -0.5% | +3.8% | +3.5% |
| 6M | -15.7% | +6.5% | -22.2% | -17.6% |
| YTD | -28.2% | +6.2% | -34.4% | -30.0% |
| 1Y | -34.5% | +8.3% | -42.8% | -36.6% |
| 3Y | -2.9% | +62.5% | -65.4% | -19.3% |
| 5Y | -25.3% | +136.2% | -161.5% | -45.7% |
| 10Y | +217.8% | +301.4% | -83.6% | +86.4% |
| All | +4,623.3% | +18,562.2% | -13,939.0% | +768.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling