+4,331.3%
ADSK vs ARWR
-97.1%
+4,428.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -14.3% | +2.9% | -17.2% | -14.3% |
| 30D | -14.8% | -2.9% | -11.9% | -14.8% |
| 3M | -5.7% | +15.2% | -20.9% | -5.8% |
| 6M | -18.7% | +42.3% | -61.0% | -18.9% |
| YTD | -28.3% | +28.2% | -56.5% | -28.5% |
| 1Y | -35.1% | +213.2% | -248.3% | -35.6% |
| 3Y | -3.2% | +184.6% | -187.8% | -4.1% |
| 5Y | -26.7% | +29.2% | -56.0% | -27.2% |
| 10Y | +208.4% | +1,012.5% | -804.1% | +203.4% |
| All | +4,331.3% | -97.1% | +4,428.4% | +5,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling