-2.9%
ADSK vs ALB
-33.7%
+30.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -2.5% | -6.6% | +4.1% | -1.8% |
| 30D | -14.9% | -8.1% | -6.8% | -14.1% |
| 3M | +3.3% | -25.7% | +29.0% | +6.4% |
| 6M | -15.7% | -29.5% | +13.8% | -13.3% |
| YTD | -28.2% | -16.2% | -12.0% | -28.6% |
| 1Y | -34.5% | +59.2% | -93.8% | -41.5% |
| 3Y | -2.9% | -33.7% | +30.8% | +2.9% |
| All | -2.9% | -33.7% | +30.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling