-34.6%
ADSK vs ALLE
-10.4%
-24.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -10.9% | -2.8% | -8.2% | -10.5% |
| 30D | -15.9% | -10.2% | -5.7% | -14.5% |
| 3M | -4.4% | +17.4% | -21.8% | -5.5% |
| 6M | -16.6% | +3.3% | -20.0% | -17.1% |
| YTD | -28.5% | -4.2% | -24.3% | -27.5% |
| 1Y | -34.6% | -10.5% | -24.1% | -32.7% |
| All | -34.6% | -10.4% | -24.3% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling