-3.3%
ADSK vs ALM
+1,934.4%
-1,937.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +2.5% |
| 7D | -10.9% | -7.1% | -3.8% | -10.9% |
| 30D | -15.9% | +24.7% | -40.6% | -16.0% |
| 3M | -4.4% | +8.3% | -12.7% | -4.5% |
| 6M | -16.6% | -22.2% | +5.5% | -16.3% |
| YTD | -28.5% | +88.1% | -116.6% | -29.9% |
| 1Y | -34.6% | +272.4% | -307.0% | -37.2% |
| All | -3.3% | +1,934.4% | -1,937.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling