+436.6%
ADSK vs AR
-27.2%
+463.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.2% |
| 7D | -16.4% | +2.5% | -18.9% | -16.6% |
| 30D | -9.2% | +14.8% | -24.0% | -10.6% |
| 3M | -6.7% | +6.2% | -13.0% | -7.5% |
| 6M | -15.5% | +4.3% | -19.8% | -16.2% |
| YTD | -26.4% | +14.4% | -40.8% | -27.8% |
| 1Y | -31.9% | +21.3% | -53.2% | -33.8% |
| 3Y | -1.0% | +39.8% | -40.8% | -6.5% |
| 5Y | -24.5% | +142.1% | -166.6% | -33.8% |
| 10Y | +220.4% | +52.0% | +168.3% | +167.9% |
| All | +436.6% | -27.2% | +463.8% | +389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling