+27.0%
ADSK vs ALC
+21.6%
+5.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -1.5% |
| 7D | -14.3% | -3.7% | -10.7% | -12.4% |
| 30D | -14.8% | -3.7% | -11.1% | -12.9% |
| 3M | -5.7% | +4.6% | -10.3% | -8.1% |
| 6M | -18.7% | -14.6% | -4.1% | -12.0% |
| YTD | -28.3% | -11.9% | -16.4% | -24.0% |
| 1Y | -35.1% | -13.1% | -21.9% | -30.9% |
| 3Y | -3.2% | -15.0% | +11.8% | +0.1% |
| 5Y | -26.7% | -16.2% | -10.5% | -24.8% |
| All | +27.0% | +21.6% | +5.4% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling