-25.3%
ADSK vs COMP
-49.4%
+24.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.0% |
| 7D | -14.3% | +4.1% | -18.4% | -15.0% |
| 30D | -14.8% | -14.5% | -0.3% | -12.5% |
| 3M | -5.7% | +41.8% | -47.5% | -12.2% |
| 6M | -18.7% | +23.6% | -42.3% | -23.6% |
| YTD | -28.3% | +1.7% | -30.0% | -30.5% |
| 1Y | -35.1% | +12.6% | -47.6% | -38.7% |
| 3Y | -3.2% | +221.9% | -225.0% | -31.7% |
| 5Y | -26.7% | -28.1% | +1.4% | -40.6% |
| All | -25.3% | -49.4% | +24.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling