-36.5%
ADSK vs COMP
+13.3%
-49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.6% |
| 7D | -14.5% | +0.8% | -15.4% | -14.6% |
| 30D | -19.3% | -13.9% | -5.4% | -18.2% |
| 3M | -7.8% | +30.7% | -38.5% | -10.0% |
| 6M | -20.8% | +18.7% | -39.4% | -21.8% |
| YTD | -30.2% | +1.0% | -31.2% | -29.3% |
| 1Y | -36.5% | +15.1% | -51.5% | -37.0% |
| All | -36.5% | +13.3% | -49.7% | -37.0% |
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 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