-25.6%
ADSK vs ALB
-48.1%
+22.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.0% |
| 7D | -10.9% | -7.6% | -3.3% | -9.5% |
| 30D | -15.9% | -5.6% | -10.3% | -15.0% |
| 3M | -4.4% | -16.8% | +12.5% | -1.5% |
| 6M | -16.6% | -26.3% | +9.7% | -13.1% |
| YTD | -28.5% | -13.2% | -15.3% | -29.3% |
| 1Y | -34.6% | +68.8% | -103.4% | -46.1% |
| 3Y | -3.5% | -30.7% | +27.2% | -2.7% |
| 5Y | -25.6% | -46.3% | +20.7% | -23.0% |
| All | -25.6% | -48.1% | +22.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling