-10.2%
ADSK vs ALC
+4.2%
-14.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.8% | +0.2% | +3.8% |
| 7D | +11.4% | +10.7% | +0.7% | +6.4% |
| 30D | +21.9% | +20.2% | +1.7% | +12.4% |
| 3M | +13.9% | +8.9% | +5.0% | +9.1% |
| 6M | +9.1% | +5.7% | +3.4% | +4.7% |
| YTD | -8.8% | -1.4% | -7.3% | -11.1% |
| 1Y | -10.2% | +4.7% | -14.9% | -14.1% |
| All | -10.2% | +4.2% | -14.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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