-10.2%
ADSK vs AIG
+6.0%
-16.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.6% | +6.7% |
| 7D | +11.4% | +2.3% | +9.1% | +11.0% |
| 30D | +21.9% | +8.8% | +13.1% | +20.4% |
| 3M | +13.9% | +3.7% | +10.2% | +13.1% |
| 6M | +9.1% | +6.8% | +2.4% | +8.3% |
| YTD | -8.8% | -2.6% | -6.1% | -9.6% |
| 1Y | -10.2% | +3.7% | -14.0% | -11.1% |
| All | -10.2% | +6.0% | -16.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling