+499.0%
ADSK vs ALM
+8,394.4%
-7,895.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -2.6% |
| 7D | -14.3% | +8.4% | -22.7% | -14.4% |
| 30D | -14.8% | +34.8% | -49.6% | -14.9% |
| 3M | -5.7% | +16.2% | -21.9% | -5.8% |
| 6M | -18.7% | +2.1% | -20.8% | -18.8% |
| YTD | -28.3% | +117.0% | -145.3% | -28.6% |
| 1Y | -35.1% | +313.9% | -348.9% | -35.6% |
| 3Y | -3.2% | +2,327.9% | -2,331.1% | -4.8% |
| 5Y | -26.7% | +1,040.6% | -1,067.4% | -27.8% |
| 10Y | +208.4% | +3,219.4% | -3,011.0% | +201.9% |
| All | +499.0% | +8,394.4% | -7,895.4% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling