+25.9%
ADSK vs CAPR
+239.1%
-213.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +1.9% |
| 7D | +1.0% | +5.9% | -4.9% | +1.0% |
| 30D | +14.4% | +44.6% | -30.2% | +14.4% |
| 3M | +2.5% | +126.4% | -123.9% | +2.7% |
| 6M | +14.5% | -68.6% | +83.0% | +14.6% |
| YTD | -10.7% | -67.0% | +56.3% | -10.6% |
| 1Y | -11.0% | +65.2% | -76.2% | -12.0% |
| 3Y | +25.9% | +235.6% | -209.7% | +24.7% |
| All | +25.9% | +239.1% | -213.3% | +24.7% |
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