+215.4%
ADSK vs ALL
+365.1%
-149.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.5% | -2.3% | -0.3% | -1.5% |
| 30D | -14.9% | -0.4% | -14.5% | -14.8% |
| 3M | +3.3% | +16.0% | -12.7% | -3.3% |
| 6M | -15.7% | +24.6% | -40.2% | -23.7% |
| YTD | -28.2% | +23.7% | -51.9% | -35.2% |
| 1Y | -34.5% | +27.7% | -62.3% | -42.0% |
| 3Y | -2.9% | +150.2% | -153.1% | -40.0% |
| 5Y | -25.3% | +117.1% | -142.4% | -52.2% |
| All | +215.4% | +365.1% | -149.7% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling