+4,623.3%
ADSK vs AIG
-22.4%
+4,645.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | -1.2% | -1.4% | -2.3% |
| 30D | -14.9% | -1.1% | -13.8% | -14.7% |
| 3M | +3.3% | +0.7% | +2.6% | +3.2% |
| 6M | -15.7% | -2.2% | -13.5% | -15.3% |
| YTD | -28.2% | -10.8% | -17.4% | -26.7% |
| 1Y | -34.5% | -2.0% | -32.5% | -34.6% |
| 3Y | -2.9% | +34.8% | -37.7% | -9.8% |
| 5Y | -25.3% | +55.0% | -80.4% | -33.0% |
| 10Y | +217.8% | +65.1% | +152.7% | +170.1% |
| All | +4,623.3% | -22.4% | +4,645.7% | +1,740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling