-28.2%
ADSK vs ALLY
-1.1%
-27.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.2% |
| 7D | -14.5% | -1.9% | -12.6% | -13.9% |
| 30D | -19.3% | -4.5% | -14.8% | -17.9% |
| 3M | -7.8% | -2.8% | -5.0% | -7.2% |
| 6M | -20.8% | +10.3% | -31.1% | -24.6% |
| YTD | -30.2% | -5.7% | -24.5% | -29.5% |
| 1Y | -36.5% | +3.9% | -40.4% | -38.6% |
| 3Y | -5.7% | +64.7% | -70.4% | -29.0% |
| 5Y | -28.2% | -2.6% | -25.6% | -36.5% |
| All | -28.2% | -1.1% | -27.1% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling