+403.2%
ADSK vs ALLE
+260.9%
+142.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.0% | -9.3% | -8.9% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -9.2% | -6.8% | -2.4% | -5.5% |
| 3M | -6.7% | +21.0% | -27.8% | -17.5% |
| 6M | -15.5% | +1.1% | -16.6% | -17.4% |
| YTD | -26.4% | -0.5% | -25.9% | -27.9% |
| 1Y | -31.9% | -7.3% | -24.6% | -30.5% |
| 3Y | -1.0% | +42.3% | -43.2% | -25.5% |
| 5Y | -24.5% | +13.5% | -38.0% | -35.2% |
| 10Y | +220.4% | +144.0% | +76.4% | +60.2% |
| All | +403.2% | +260.9% | +142.4% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling