+214.2%
ADSK vs FIVE
+483.6%
-269.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.1% |
| 7D | -10.9% | +0.6% | -11.5% | -11.2% |
| 30D | -15.9% | +3.0% | -18.9% | -16.9% |
| 3M | -4.4% | +23.2% | -27.6% | -10.6% |
| 6M | -16.6% | +9.2% | -25.8% | -20.2% |
| YTD | -28.5% | +28.1% | -56.6% | -34.9% |
| 1Y | -34.6% | +65.3% | -99.9% | -45.1% |
| 3Y | -3.5% | +49.4% | -52.9% | -23.0% |
| 5Y | -25.6% | +29.5% | -55.1% | -39.5% |
| All | +214.2% | +483.6% | -269.5% | +69.3% |
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