+29.6%
ADSK vs COMP
+353.8%
-324.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.5% | -4.1% |
| 7D | +4.9% | +13.4% | -8.6% | +3.1% |
| 30D | +11.3% | +11.1% | +0.2% | +9.6% |
| 3M | +7.9% | -18.8% | +26.8% | +10.2% |
| 6M | +7.7% | +10.5% | -2.8% | +5.3% |
| YTD | -11.6% | -3.4% | -8.2% | -12.7% |
| 1Y | -11.2% | +19.7% | -30.9% | -15.0% |
| 3Y | +29.6% | +381.6% | -352.0% | +1.2% |
| All | +29.6% | +353.8% | -324.2% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling