-19.0%
ADSK vs ALK
-31.3%
+12.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +14.4% | +7.7% | +6.7% | +12.0% |
| 3M | +2.5% | -19.0% | +21.5% | +7.6% |
| 6M | +14.5% | -0.2% | +14.7% | +11.3% |
| YTD | -10.7% | -23.5% | +12.8% | -7.7% |
| 1Y | -11.0% | -9.1% | -1.9% | -13.8% |
| 3Y | +25.9% | +12.0% | +13.8% | -1.7% |
| All | -19.0% | -31.3% | +12.4% | -21.7% |
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