-31.9%
ADSK vs BEN
+42.6%
-74.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.5% | -11.8% | -8.8% |
| 7D | -16.4% | +0.2% | -16.6% | -16.4% |
| 30D | -9.2% | -0.5% | -8.7% | -9.1% |
| 3M | -6.7% | +9.7% | -16.5% | -8.7% |
| 6M | -15.5% | +33.9% | -49.4% | -22.9% |
| YTD | -26.4% | +49.0% | -75.4% | -34.3% |
| 1Y | -31.9% | +42.1% | -74.0% | -39.7% |
| All | -31.9% | +42.6% | -74.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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