-12.9%
ADSK vs COMP
+16.2%
-29.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.4% |
| 7D | +3.1% | +7.2% | -4.1% | +2.1% |
| 30D | +10.5% | +6.4% | +4.1% | +9.4% |
| 3M | +1.6% | -19.4% | +21.0% | +3.2% |
| 6M | +6.4% | +14.6% | -8.2% | +4.4% |
| YTD | -12.1% | -5.5% | -6.6% | -9.3% |
| 1Y | -12.9% | +13.7% | -26.6% | -11.5% |
| All | -12.9% | +16.2% | -29.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling