-25.6%
ADSK vs CAPR
+66.0%
-91.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +2.4% |
| 7D | -10.9% | -10.6% | -0.3% | -10.9% |
| 30D | -15.9% | +111.2% | -127.1% | -16.3% |
| 3M | -4.4% | -67.2% | +62.9% | -4.1% |
| 6M | -16.6% | -75.1% | +58.5% | -16.2% |
| YTD | -28.5% | -71.2% | +42.7% | -28.3% |
| 1Y | -34.6% | +31.1% | -65.8% | -37.0% |
| 3Y | -3.5% | +31.3% | -34.8% | -15.3% |
| 5Y | -25.6% | +69.4% | -95.0% | -40.6% |
| All | -25.6% | +66.0% | -91.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling