+4,494.7%
ADSK vs APA
+860.1%
+3,634.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.2% |
| 7D | -14.5% | +0.3% | -14.8% | -14.6% |
| 30D | -19.3% | +9.3% | -28.6% | -20.8% |
| 3M | -7.8% | +23.3% | -31.1% | -12.0% |
| 6M | -20.8% | +39.5% | -60.2% | -26.8% |
| YTD | -30.2% | +87.6% | -117.8% | -39.6% |
| 1Y | -36.5% | +114.2% | -150.7% | -46.8% |
| 3Y | -5.7% | +13.6% | -19.3% | -13.5% |
| 5Y | -28.2% | +175.6% | -203.8% | -47.4% |
| 10Y | +209.1% | -2.6% | +211.8% | +127.1% |
| All | +4,494.7% | +860.1% | +3,634.6% | +2,600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling