+26.7%
ADSK vs ALC
+17.1%
+9.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.2% | +4.0% |
| 7D | -10.9% | -7.7% | -3.2% | -6.8% |
| 30D | -15.9% | -11.7% | -4.2% | -9.8% |
| 3M | -4.4% | +0.7% | -5.0% | -4.8% |
| 6M | -16.6% | -17.1% | +0.4% | -8.3% |
| YTD | -28.5% | -15.1% | -13.4% | -22.6% |
| 1Y | -34.6% | -14.1% | -20.5% | -30.1% |
| 3Y | -3.5% | -18.2% | +14.7% | +1.9% |
| 5Y | -25.6% | -19.2% | -6.4% | -22.2% |
| All | +26.7% | +17.1% | +9.6% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling