-28.2%
ADSK vs ALK
-28.1%
-0.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | -14.5% | -3.0% | -11.6% | -13.9% |
| 30D | -19.3% | -14.6% | -4.7% | -16.1% |
| 3M | -7.8% | -10.6% | +2.8% | -6.3% |
| 6M | -20.8% | -6.7% | -14.1% | -21.6% |
| YTD | -30.2% | -19.8% | -10.4% | -28.5% |
| 1Y | -36.5% | -35.2% | -1.3% | -30.5% |
| 3Y | -5.7% | +1.4% | -7.1% | -20.2% |
| 5Y | -28.2% | -30.7% | +2.5% | -32.3% |
| All | -28.2% | -28.1% | -0.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling