+259.5%
ADSK vs FIVE
+504.2%
-244.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | +2.7% | -1.6% | +0.2% |
| 30D | +14.4% | +12.7% | +1.7% | +10.5% |
| 3M | +2.5% | +2.1% | +0.4% | +1.3% |
| 6M | +14.5% | +17.5% | -3.0% | +7.7% |
| YTD | -10.7% | +31.0% | -41.6% | -19.3% |
| 1Y | -11.0% | +67.7% | -78.8% | -25.4% |
| 3Y | +25.9% | +43.4% | -17.5% | +2.2% |
| 5Y | -19.7% | +18.1% | -37.8% | -32.7% |
| All | +259.5% | +504.2% | -244.7% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling