-34.5%
ADSK vs ALL
+29.5%
-64.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -2.3% | -0.3% | -1.9% |
| 30D | -14.9% | -0.4% | -14.5% | -14.8% |
| 3M | +3.3% | +16.0% | -12.7% | +1.4% |
| 6M | -15.7% | +24.6% | -40.2% | -17.7% |
| YTD | -28.2% | +23.7% | -51.9% | -30.0% |
| 1Y | -34.5% | +27.7% | -62.3% | -36.2% |
| All | -34.5% | +29.5% | -64.1% | -36.2% |
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