+215.4%
ADSK vs CAPR
-78.4%
+293.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.4% |
| 7D | -2.5% | -11.0% | +8.4% | -2.4% |
| 30D | -14.9% | +99.8% | -114.6% | -16.0% |
| 3M | +3.3% | -66.6% | +69.9% | +3.9% |
| 6M | -15.7% | -75.1% | +59.4% | -14.8% |
| YTD | -28.2% | -71.0% | +42.8% | -27.8% |
| 1Y | -34.5% | +30.0% | -64.5% | -38.5% |
| 3Y | -2.9% | +29.0% | -31.9% | -12.3% |
| 5Y | -25.3% | +70.8% | -96.1% | -34.2% |
| All | +215.4% | -78.4% | +293.8% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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