+215.4%
ADSK vs ALB
+78.3%
+137.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.3% |
| 7D | -2.5% | -6.6% | +4.1% | -0.9% |
| 30D | -14.9% | -8.1% | -6.8% | -13.2% |
| 3M | +3.3% | -25.7% | +29.0% | +10.6% |
| 6M | -15.7% | -29.5% | +13.8% | -10.2% |
| YTD | -28.2% | -16.2% | -12.0% | -28.3% |
| 1Y | -34.5% | +59.2% | -93.8% | -46.7% |
| 3Y | -2.9% | -33.7% | +30.8% | -4.6% |
| 5Y | -25.3% | -48.1% | +22.8% | -23.6% |
| All | +215.4% | +78.3% | +137.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling