-35.1%
ADSK vs AS
-22.5%
-12.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.2% |
| 7D | -14.3% | -2.6% | -11.7% | -14.0% |
| 30D | -14.8% | -22.1% | +7.3% | -11.5% |
| 3M | -5.7% | -15.3% | +9.6% | -3.2% |
| 6M | -18.7% | -15.6% | -3.1% | -16.7% |
| YTD | -28.3% | -23.2% | -5.1% | -25.4% |
| 1Y | -35.1% | -21.7% | -13.4% | -33.1% |
| All | -35.1% | -22.5% | -12.5% | -33.1% |
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