-5.5%
ADSK vs ALK
+1.1%
-6.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -14.5% | -3.0% | -11.6% | -14.2% |
| 30D | -19.3% | -14.6% | -4.7% | -17.5% |
| 3M | -7.8% | -10.6% | +2.8% | -6.9% |
| 6M | -20.8% | -6.7% | -14.1% | -21.1% |
| YTD | -30.2% | -19.8% | -10.4% | -29.0% |
| 1Y | -36.5% | -35.2% | -1.3% | -32.4% |
| All | -5.5% | +1.1% | -6.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling