-25.6%
ADSK vs APD
+24.4%
-50.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | -10.9% | -3.5% | -7.4% | -9.7% |
| 30D | -15.9% | -5.1% | -10.8% | -14.2% |
| 3M | -4.4% | +6.9% | -11.2% | -7.0% |
| 6M | -16.6% | +8.1% | -24.7% | -19.8% |
| YTD | -28.5% | +21.2% | -49.8% | -34.8% |
| 1Y | -34.6% | +4.9% | -39.5% | -36.7% |
| 3Y | -3.5% | +6.3% | -9.8% | -9.1% |
| 5Y | -25.6% | +24.3% | -49.9% | -43.0% |
| All | -25.6% | +24.4% | -50.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling