-23.2%
ADSK vs COMP
-47.7%
+24.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.4% |
| 7D | -16.4% | +1.4% | -17.8% | -16.7% |
| 30D | -9.2% | -13.3% | +4.1% | -7.0% |
| 3M | -6.7% | +41.1% | -47.9% | -13.1% |
| 6M | -15.5% | +17.2% | -32.7% | -19.8% |
| YTD | -26.4% | +5.2% | -31.6% | -29.1% |
| 1Y | -31.9% | +18.9% | -50.8% | -36.4% |
| 3Y | -1.0% | +215.9% | -216.9% | -29.8% |
| 5Y | -24.5% | -31.2% | +6.7% | -38.9% |
| All | -23.2% | -47.7% | +24.4% | -37.1% |
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