+7.7%
ADSK vs COMP
+10.0%
-2.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.5% | -4.1% |
| 7D | +4.9% | +13.4% | -8.6% | +3.0% |
| 30D | +11.3% | +11.1% | +0.2% | +9.4% |
| 3M | +7.9% | -18.8% | +26.8% | +9.3% |
| 6M | +7.7% | +10.5% | -2.8% | +8.0% |
| All | +7.7% | +10.0% | -2.4% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling