-34.6%
ADSK vs ALLY
+5.1%
-39.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -10.9% | -3.3% | -7.7% | -10.4% |
| 30D | -15.9% | -4.1% | -11.8% | -15.2% |
| 3M | -4.4% | +1.4% | -5.8% | -4.8% |
| 6M | -16.6% | +14.4% | -31.0% | -20.1% |
| YTD | -28.5% | -4.9% | -23.6% | -27.9% |
| 1Y | -34.6% | +5.5% | -40.2% | -36.6% |
| All | -34.6% | +5.1% | -39.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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