-34.8%
ADSK vs ALB
+72.3%
-107.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | -10.9% | -7.6% | -3.3% | -10.9% |
| 30D | -15.9% | -5.6% | -10.3% | -15.8% |
| 3M | -4.4% | -16.8% | +12.5% | -4.3% |
| 6M | -16.6% | -26.3% | +9.7% | -16.8% |
| YTD | -28.5% | -13.2% | -15.3% | -30.4% |
| All | -34.8% | +72.3% | -107.1% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling