-19.0%
ADSK vs ALM
+410.2%
-429.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +1.7% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +14.4% | -19.3% | +33.7% | +14.9% |
| 3M | +2.5% | -40.6% | +43.2% | +3.6% |
| 6M | +14.5% | -57.9% | +72.4% | +16.6% |
| YTD | -10.7% | -6.7% | -4.0% | -12.9% |
| 1Y | -11.0% | +20.2% | -31.2% | -14.4% |
| 3Y | +25.9% | +879.4% | -853.6% | +2.8% |
| All | -19.0% | +410.2% | -429.2% | -32.7% |
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