-16.8%
ADSK vs AS
+114.1%
-130.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.1% |
| 7D | -14.3% | -2.6% | -11.7% | -13.9% |
| 30D | -14.8% | -22.1% | +7.3% | -10.8% |
| 3M | -5.7% | -15.3% | +9.6% | -2.9% |
| 6M | -18.7% | -15.6% | -3.1% | -16.6% |
| YTD | -28.3% | -23.2% | -5.1% | -25.2% |
| 1Y | -35.1% | -21.7% | -13.4% | -32.8% |
| All | -16.8% | +114.1% | -130.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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