-11.0%
ADSK vs ALLE
+15.3%
-26.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +1.0% | +3.6% | -2.5% | +0.3% |
| 30D | +14.4% | +25.9% | -11.5% | +9.7% |
| 3M | +2.5% | +15.8% | -13.3% | -0.6% |
| 6M | +14.5% | +48.1% | -33.6% | +8.8% |
| YTD | -10.7% | +22.0% | -32.6% | -12.2% |
| 1Y | -11.0% | +18.0% | -29.1% | -11.9% |
| All | -11.0% | +15.3% | -26.4% | -11.9% |
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