-2.9%
ADSK vs AVTR
-27.0%
+24.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.5% | -1.1% | -1.5% | -2.3% |
| 30D | -14.9% | +6.3% | -21.2% | -16.0% |
| 3M | +3.3% | +53.3% | -50.0% | -6.1% |
| 6M | -15.7% | +78.6% | -94.3% | -26.0% |
| YTD | -28.2% | +29.2% | -57.5% | -32.9% |
| 1Y | -34.5% | +13.8% | -48.4% | -37.9% |
| 3Y | -2.9% | -27.4% | +24.5% | +2.0% |
| All | -2.9% | -27.0% | +24.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 3y: compounded portfolio wealth divided by compounded AVTR 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…
3y analysis · Full analysis span regression · 6 months rolling