-10.2%
ADSK vs ALK
-1.1%
-9.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.8% | -1.7% | +6.6% |
| 7D | +11.4% | +12.4% | -1.0% | +10.9% |
| 30D | +21.9% | +2.1% | +19.8% | +21.3% |
| 3M | +13.9% | -23.9% | +37.7% | +13.6% |
| 6M | +9.1% | +8.2% | +0.9% | +7.9% |
| YTD | -8.8% | -20.5% | +11.7% | -9.8% |
| 1Y | -10.2% | -1.0% | -9.2% | -15.2% |
| All | -10.2% | -1.1% | -9.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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