-7.8%
ADSK vs COMP
-52.0%
+44.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.5% | -4.7% |
| 7D | +4.9% | +13.4% | -8.6% | +2.3% |
| 30D | +11.3% | +11.1% | +0.2% | +8.9% |
| 3M | +7.9% | -18.8% | +26.8% | +11.3% |
| 6M | +7.7% | +10.5% | -2.8% | +4.0% |
| YTD | -11.6% | -3.4% | -8.2% | -13.9% |
| 1Y | -11.2% | +19.7% | -30.9% | -17.2% |
| 3Y | +29.6% | +381.6% | -352.0% | -16.2% |
| 5Y | -19.4% | -17.6% | -1.8% | -35.2% |
| All | -7.8% | -52.0% | +44.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling