-31.9%
ADSK vs AG
+125.2%
-157.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.0% | -6.3% | -8.2% |
| 7D | -16.4% | +1.0% | -17.4% | -16.4% |
| 30D | -9.2% | +19.2% | -28.4% | -9.4% |
| 3M | -6.7% | +6.2% | -12.9% | -6.4% |
| 6M | -15.5% | -26.7% | +11.2% | -13.3% |
| YTD | -26.4% | +26.1% | -52.5% | -28.2% |
| 1Y | -31.9% | +131.7% | -163.5% | -35.7% |
| All | -31.9% | +125.2% | -157.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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