-25.6%
ADSK vs AG
+64.4%
-90.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.9% |
| 7D | -10.9% | -5.8% | -5.1% | -10.4% |
| 30D | -15.9% | +6.4% | -22.3% | -16.6% |
| 3M | -4.4% | +28.4% | -32.7% | -7.5% |
| 6M | -16.6% | -24.5% | +7.8% | -14.9% |
| YTD | -28.5% | +21.2% | -49.7% | -32.2% |
| 1Y | -34.6% | +114.1% | -148.7% | -43.5% |
| 3Y | -3.5% | +268.0% | -271.5% | -28.3% |
| 5Y | -25.6% | +67.3% | -92.9% | -39.5% |
| All | -25.6% | +64.4% | -90.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling