-34.6%
ADSK vs ALK
-35.4%
+0.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -10.9% | -3.1% | -7.8% | -10.9% |
| 30D | -15.9% | -17.1% | +1.2% | -15.6% |
| 3M | -4.4% | -3.8% | -0.6% | -4.4% |
| 6M | -16.6% | -5.3% | -11.4% | -16.9% |
| YTD | -28.5% | -20.3% | -8.3% | -28.5% |
| 1Y | -34.6% | -36.0% | +1.3% | -37.2% |
| All | -34.6% | -35.4% | +0.7% | -37.2% |
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