+259.5%
ADSK vs AR
+57.4%
+202.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.0% | +7.4% | -6.3% | +0.2% |
| 30D | +14.4% | +5.8% | +8.6% | +13.5% |
| 3M | +2.5% | +5.2% | -2.7% | +1.7% |
| 6M | +14.5% | +5.4% | +9.0% | +13.3% |
| YTD | -10.7% | +12.4% | -23.1% | -12.4% |
| 1Y | -11.0% | +12.8% | -23.8% | -12.9% |
| 3Y | +25.9% | +47.2% | -21.3% | +18.0% |
| 5Y | -19.7% | +101.1% | -120.8% | -28.4% |
| All | +259.5% | +57.4% | +202.2% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling