+25.9%
ADSK vs ALL
+117.7%
-91.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +5.0% | -4.0% | -0.2% |
| 30D | +14.4% | +13.3% | +1.1% | +11.1% |
| 3M | +2.5% | +3.2% | -0.7% | +1.8% |
| 6M | +14.5% | +25.3% | -10.9% | +9.5% |
| YTD | -10.7% | +30.5% | -41.1% | -15.4% |
| 1Y | -11.0% | +29.2% | -40.2% | -15.6% |
| 3Y | +25.9% | +119.1% | -93.3% | +28.8% |
| All | +25.9% | +117.7% | -91.9% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling