-6.9%
ADSK vs COMP
-52.0%
+45.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +14.4% | +16.6% | -2.2% | +10.9% |
| 3M | +2.5% | -23.5% | +26.0% | +6.8% |
| 6M | +14.5% | +25.7% | -11.3% | +8.0% |
| YTD | -10.7% | -3.4% | -7.3% | -13.1% |
| 1Y | -11.0% | +7.6% | -18.6% | -15.4% |
| 3Y | +25.9% | +423.6% | -397.7% | -20.1% |
| 5Y | -19.7% | -10.6% | -9.1% | -36.0% |
| All | -6.9% | -52.0% | +45.1% | -23.0% |
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