+215.4%
ADSK vs ALM
+2,589.2%
-2,373.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.6% |
| 7D | -2.5% | -11.8% | +9.3% | -2.2% |
| 30D | -14.9% | +7.8% | -22.7% | -15.2% |
| 3M | +3.3% | -9.3% | +12.6% | +3.3% |
| 6M | -15.7% | -30.5% | +14.8% | -15.3% |
| YTD | -28.2% | +75.8% | -104.1% | -30.9% |
| 1Y | -34.5% | +241.2% | -275.7% | -39.0% |
| 3Y | -2.9% | +1,872.6% | -1,875.5% | -19.0% |
| 5Y | -25.3% | +849.6% | -874.9% | -36.3% |
| All | +215.4% | +2,589.2% | -2,373.9% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling