-5.5%
ADSK vs CAPR
+36.9%
-42.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.6% |
| 7D | -14.5% | -12.6% | -1.9% | -14.5% |
| 30D | -19.3% | +124.4% | -143.7% | -19.2% |
| 3M | -7.8% | -66.8% | +59.0% | -7.7% |
| 6M | -20.8% | -71.8% | +51.0% | -20.7% |
| YTD | -30.2% | -70.1% | +39.9% | -30.1% |
| 1Y | -36.5% | +33.3% | -69.8% | -37.1% |
| All | -5.5% | +36.9% | -42.5% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling