-3.3%
ADSK vs AG
+260.2%
-263.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.7% |
| 7D | -10.9% | -5.8% | -5.1% | -10.6% |
| 30D | -15.9% | +6.4% | -22.3% | -16.2% |
| 3M | -4.4% | +28.4% | -32.7% | -6.0% |
| 6M | -16.6% | -24.5% | +7.8% | -15.3% |
| YTD | -28.5% | +21.2% | -49.7% | -30.6% |
| 1Y | -34.6% | +114.1% | -148.7% | -40.0% |
| All | -3.3% | +260.2% | -263.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling