-28.2%
ADSK vs ALLE
+11.9%
-40.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.1% | -1.1% |
| 7D | -14.5% | -2.2% | -12.4% | -13.5% |
| 30D | -19.3% | -8.3% | -11.0% | -15.3% |
| 3M | -7.8% | +16.3% | -24.0% | -16.0% |
| 6M | -20.8% | +1.8% | -22.6% | -22.6% |
| YTD | -30.2% | -3.9% | -26.2% | -30.0% |
| 1Y | -36.5% | -10.0% | -26.4% | -33.7% |
| 3Y | -5.7% | +45.8% | -51.6% | -33.0% |
| 5Y | -28.2% | +13.3% | -41.5% | -40.4% |
| All | -28.2% | +11.9% | -40.1% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling