+4,623.3%
ADSK vs ALK
+820.2%
+3,803.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | -2.5% | -2.1% | -0.4% | -2.0% |
| 30D | -14.9% | -13.1% | -1.8% | -11.7% |
| 3M | +3.3% | -11.8% | +15.1% | +6.0% |
| 6M | -15.7% | -0.4% | -15.3% | -18.0% |
| YTD | -28.2% | -18.2% | -10.1% | -27.0% |
| 1Y | -34.5% | -35.5% | +1.0% | -29.3% |
| 3Y | -2.9% | +1.8% | -4.7% | -12.0% |
| 5Y | -25.3% | -26.6% | +1.3% | -26.6% |
| 10Y | +217.8% | -36.1% | +253.9% | +193.8% |
| All | +4,623.3% | +820.2% | +3,803.1% | +1,491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling