+427.2%
ADSK vs CAPR
-99.1%
+526.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.6% | -8.3% |
| 7D | -16.4% | -2.0% | -14.4% | -16.4% |
| 30D | -9.2% | +139.2% | -148.4% | -10.5% |
| 3M | -6.7% | -66.4% | +59.6% | -6.3% |
| 6M | -15.5% | -63.1% | +47.6% | -15.3% |
| YTD | -26.4% | -67.4% | +41.0% | -26.1% |
| 1Y | -31.9% | +58.2% | -90.1% | -35.6% |
| 3Y | -1.0% | +42.2% | -43.2% | -8.4% |
| 5Y | -24.5% | +87.3% | -111.8% | -31.2% |
| 10Y | +220.4% | -75.3% | +295.7% | +179.9% |
| All | +427.2% | -99.1% | +526.3% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling