-31.9%
ADSK vs ALL
+28.3%
-60.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -7.9% |
| 7D | -16.4% | 0.0% | -16.4% | -16.4% |
| 30D | -9.2% | -1.5% | -7.7% | -9.0% |
| 3M | -6.7% | +23.6% | -30.4% | -8.8% |
| 6M | -15.5% | +22.3% | -37.8% | -17.7% |
| YTD | -26.4% | +26.5% | -52.9% | -28.2% |
| 1Y | -31.9% | +27.0% | -58.9% | -33.6% |
| All | -31.9% | +28.3% | -60.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling