-5.5%
ADSK vs ALL
+151.8%
-157.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | -14.5% | -2.2% | -12.3% | -14.0% |
| 30D | -19.3% | -5.6% | -13.7% | -18.2% |
| 3M | -7.8% | +17.2% | -25.0% | -10.5% |
| 6M | -20.8% | +23.2% | -44.0% | -23.9% |
| YTD | -30.2% | +23.6% | -53.8% | -33.1% |
| 1Y | -36.5% | +29.2% | -65.6% | -39.8% |
| All | -5.5% | +151.8% | -157.4% | -16.5% |
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