+25.9%
ADSK vs ALK
+13.2%
+12.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +14.4% | +7.7% | +6.7% | +13.0% |
| 3M | +2.5% | -19.0% | +21.5% | +5.2% |
| 6M | +14.5% | -0.2% | +14.7% | +12.6% |
| YTD | -10.7% | -23.5% | +12.8% | -8.8% |
| 1Y | -11.0% | -9.1% | -1.9% | -12.8% |
| 3Y | +25.9% | +12.0% | +13.8% | +11.9% |
| All | +25.9% | +13.2% | +12.7% | +11.9% |
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