-31.9%
ADSK vs FIVE
+66.7%
-98.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.1% | -13.4% | -8.6% |
| 7D | -16.4% | +4.3% | -20.7% | -16.7% |
| 30D | -9.2% | +12.5% | -21.7% | -10.4% |
| 3M | -6.7% | +31.2% | -38.0% | -9.5% |
| 6M | -15.5% | +14.4% | -29.9% | -17.3% |
| YTD | -26.4% | +33.9% | -60.3% | -30.1% |
| 1Y | -31.9% | +65.1% | -96.9% | -37.9% |
| All | -31.9% | +66.7% | -98.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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