+252.3%
ADSK vs ALLE
+212.2%
+40.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.5% |
| 7D | -3.7% | -0.8% | -2.9% | -3.3% |
| 30D | +11.3% | +27.4% | -16.0% | -3.7% |
| 3M | +3.3% | +13.8% | -10.5% | -4.7% |
| 6M | +10.1% | +45.5% | -35.4% | -12.9% |
| YTD | -12.2% | +21.4% | -33.6% | -23.7% |
| 1Y | -13.9% | +15.4% | -29.2% | -22.9% |
| 3Y | +23.5% | +91.7% | -68.2% | -23.2% |
| 5Y | -20.0% | +54.5% | -74.6% | -43.3% |
| 10Y | +252.3% | +210.5% | +41.7% | +57.4% |
| All | +252.3% | +212.2% | +40.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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