+215.4%
ADSK vs AG
+68.4%
+147.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -2.5% | -6.7% | +4.2% | -2.0% |
| 30D | -14.9% | +2.2% | -17.0% | -15.1% |
| 3M | +3.3% | +15.7% | -12.4% | +1.6% |
| 6M | -15.7% | -23.8% | +8.1% | -14.5% |
| YTD | -28.2% | +17.6% | -45.9% | -30.8% |
| 1Y | -34.5% | +88.6% | -123.2% | -40.3% |
| 3Y | -2.9% | +253.4% | -256.3% | -19.9% |
| 5Y | -25.3% | +62.4% | -87.8% | -35.3% |
| All | +215.4% | +68.4% | +147.0% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling