-25.6%
ADSK vs ALM
+856.4%
-882.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +12.0% | +2.7% |
| 7D | -10.9% | -7.1% | -3.8% | -10.8% |
| 30D | -15.9% | +24.7% | -40.6% | -16.5% |
| 3M | -4.4% | +8.3% | -12.7% | -4.9% |
| 6M | -16.6% | -22.2% | +5.5% | -16.4% |
| YTD | -28.5% | +88.1% | -116.6% | -31.4% |
| 1Y | -34.6% | +272.4% | -307.0% | -39.7% |
| 3Y | -3.5% | +2,004.1% | -2,007.6% | -23.5% |
| 5Y | -25.6% | +915.8% | -941.4% | -38.5% |
| All | -25.6% | +856.4% | -882.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling