+214.2%
ADSK vs AR
+44.6%
+169.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.9% | -1.3% | -9.6% | -10.8% |
| 30D | -15.9% | +3.5% | -19.4% | -16.2% |
| 3M | -4.4% | +9.9% | -14.3% | -5.5% |
| 6M | -16.6% | +4.5% | -21.2% | -17.3% |
| YTD | -28.5% | +13.7% | -42.2% | -29.9% |
| 1Y | -34.6% | +19.2% | -53.9% | -36.4% |
| 3Y | -3.5% | +46.2% | -49.6% | -9.4% |
| 5Y | -25.6% | +145.9% | -171.5% | -35.0% |
| All | +214.2% | +44.6% | +169.6% | +217.5% |
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