-14.0%
ADSK vs AS
-3.0%
-11.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -3.6% | -3.6% | 0.0% | -3.0% |
| 30D | +12.6% | +3.4% | +9.2% | +12.1% |
| 3M | +4.0% | -8.6% | +12.6% | +5.4% |
| 6M | +10.5% | -10.0% | +20.5% | +12.5% |
| YTD | -12.3% | -19.2% | +6.8% | -9.4% |
| 1Y | -14.0% | -3.8% | -10.2% | -10.5% |
| All | -14.0% | -3.0% | -11.0% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling