+416.0%
ADSK vs ALLY
+98.8%
+317.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +14.4% | +5.2% | +9.2% | +12.2% |
| 3M | +2.5% | -13.3% | +15.8% | +8.1% |
| 6M | +14.5% | -6.7% | +21.1% | +16.7% |
| YTD | -10.7% | -12.8% | +2.2% | -7.1% |
| 1Y | -11.0% | +0.7% | -11.7% | -12.6% |
| 3Y | +25.9% | +65.2% | -39.4% | -2.0% |
| 5Y | -19.7% | -10.1% | -9.6% | -23.6% |
| 10Y | +258.2% | +177.0% | +81.3% | +99.8% |
| All | +416.0% | +98.8% | +317.2% | +220.7% |
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