-21.0%
ADSK vs AR
+99.0%
-120.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | +11.3% | +4.5% | +6.8% | +10.2% |
| 3M | +3.3% | +1.0% | +2.3% | +2.8% |
| 6M | +10.1% | +4.4% | +5.7% | +8.8% |
| YTD | -12.2% | +10.9% | -23.0% | -14.5% |
| 1Y | -13.9% | +8.6% | -22.4% | -16.0% |
| 3Y | +23.5% | +48.5% | -25.0% | +12.4% |
| All | -21.0% | +99.0% | -120.1% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling