+424.0%
ADSK vs AG
+439.9%
-15.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -14.3% | +4.5% | -18.8% | -14.7% |
| 30D | -14.8% | +12.9% | -27.7% | -15.9% |
| 3M | -5.7% | +20.9% | -26.6% | -8.0% |
| 6M | -18.7% | -19.5% | +0.8% | -18.0% |
| YTD | -28.3% | +24.8% | -53.1% | -31.4% |
| 1Y | -35.1% | +120.2% | -155.3% | -41.9% |
| 3Y | -3.2% | +279.0% | -282.2% | -21.0% |
| 5Y | -26.7% | +67.9% | -94.6% | -36.6% |
| 10Y | +208.4% | +57.5% | +150.9% | +148.2% |
| All | +424.0% | +439.9% | -15.9% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling