+23.5%
ADSK vs ALLE
+92.8%
-69.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +10.5% | +25.9% | -15.4% | +2.5% |
| 3M | +1.6% | +14.9% | -13.3% | -3.0% |
| 6M | +6.4% | +42.1% | -35.7% | -5.2% |
| YTD | -12.1% | +20.4% | -32.5% | -17.8% |
| 1Y | -12.9% | +14.9% | -27.8% | -17.0% |
| 3Y | +23.5% | +90.1% | -66.6% | -6.9% |
| All | +23.5% | +92.8% | -69.3% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling