-34.5%
ADSK vs CAPR
+37.0%
-71.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.4% |
| 7D | -2.5% | -11.0% | +8.4% | -2.6% |
| 30D | -14.9% | +99.8% | -114.6% | -14.4% |
| 3M | +3.3% | -66.6% | +69.9% | +3.3% |
| 6M | -15.7% | -75.1% | +59.4% | -15.8% |
| YTD | -28.2% | -71.0% | +42.8% | -28.3% |
| 1Y | -34.5% | +30.0% | -64.5% | -34.6% |
| All | -34.5% | +37.0% | -71.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling