+325.3%
ADSK vs ALLY
+124.8%
+200.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.4% |
| 7D | -16.4% | +3.7% | -20.1% | -17.6% |
| 30D | -9.2% | -2.3% | -7.0% | -8.5% |
| 3M | -6.7% | +3.8% | -10.6% | -8.5% |
| 6M | -15.5% | +9.7% | -25.2% | -19.3% |
| YTD | -26.4% | -1.4% | -25.0% | -26.9% |
| 1Y | -31.9% | +8.2% | -40.1% | -35.1% |
| 3Y | -1.0% | +66.5% | -67.4% | -23.3% |
| 5Y | -24.5% | +1.2% | -25.7% | -31.7% |
| 10Y | +220.4% | +191.4% | +29.0% | +75.6% |
| All | +325.3% | +124.8% | +200.4% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling