-2.9%
ADSK vs APA
+12.4%
-15.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.5% | +4.6% | -7.1% | -2.9% |
| 30D | -14.9% | +11.9% | -26.8% | -15.7% |
| 3M | +3.3% | +22.5% | -19.1% | +1.4% |
| 6M | -15.7% | +37.5% | -53.2% | -18.6% |
| YTD | -28.2% | +87.2% | -115.4% | -33.0% |
| 1Y | -34.5% | +101.4% | -136.0% | -39.6% |
| 3Y | -2.9% | +16.9% | -19.8% | -13.0% |
| All | -2.9% | +12.4% | -15.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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