+2,652.4%
ADSK vs AGI
+5,269.5%
-2,617.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.6% |
| 7D | -10.9% | -5.3% | -5.7% | -10.7% |
| 30D | -15.9% | +6.8% | -22.6% | -16.2% |
| 3M | -4.4% | +8.3% | -12.7% | -5.0% |
| 6M | -16.6% | -29.2% | +12.6% | -15.4% |
| YTD | -28.5% | -7.3% | -21.3% | -28.7% |
| 1Y | -34.6% | +8.0% | -42.7% | -35.5% |
| 3Y | -3.5% | +206.6% | -210.0% | -10.3% |
| 5Y | -25.6% | +398.1% | -423.7% | -32.9% |
| 10Y | +216.6% | +384.0% | -167.4% | +178.9% |
| All | +2,652.4% | +5,269.5% | -2,617.1% | +1,991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling