-24.5%
ADSK vs AR
+135.2%
-159.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | -14.9% | +2.5% | -17.4% | -15.2% |
| 3M | +3.3% | +12.3% | -9.0% | +1.2% |
| 6M | -15.7% | -3.1% | -12.5% | -15.6% |
| YTD | -28.2% | +11.5% | -39.8% | -29.9% |
| 1Y | -34.5% | +17.0% | -51.6% | -36.8% |
| 3Y | -2.9% | +47.3% | -50.2% | -11.2% |
| All | -24.5% | +135.2% | -159.7% | -34.4% |
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