+215.4%
ADSK vs ARWR
+1,081.9%
-866.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -4.0% | +1.5% | -1.9% |
| 30D | -14.9% | -5.0% | -9.8% | -14.3% |
| 3M | +3.3% | +11.3% | -8.0% | +0.8% |
| 6M | -15.7% | +42.6% | -58.3% | -21.4% |
| YTD | -28.2% | +24.8% | -53.0% | -32.0% |
| 1Y | -34.5% | +178.8% | -213.3% | -46.2% |
| 3Y | -2.9% | +183.3% | -186.2% | -26.4% |
| 5Y | -25.3% | +29.5% | -54.8% | -38.3% |
| All | +215.4% | +1,081.9% | -866.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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