-34.5%
ADSK vs APD
+3.9%
-38.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -2.5% | -3.3% | +0.7% | -2.5% |
| 30D | -14.9% | -4.2% | -10.7% | -14.8% |
| 3M | +3.3% | +5.4% | -2.1% | +4.0% |
| 6M | -15.7% | +6.3% | -21.9% | -15.5% |
| YTD | -28.2% | +20.3% | -48.6% | -29.0% |
| 1Y | -34.5% | +1.6% | -36.1% | -31.9% |
| All | -34.5% | +3.9% | -38.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling