-2.9%
ADSK vs AGI
+206.1%
-209.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | -14.9% | +7.2% | -22.1% | -15.3% |
| 3M | +3.3% | +4.3% | -0.9% | +3.0% |
| 6M | -15.7% | -27.1% | +11.4% | -13.4% |
| YTD | -28.2% | -6.6% | -21.6% | -28.6% |
| 1Y | -34.5% | +9.5% | -44.1% | -36.3% |
| 3Y | -2.9% | +208.4% | -211.3% | -16.6% |
| All | -2.9% | +206.1% | -209.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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