-34.5%
ADSK vs FIVE
+66.5%
-101.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -2.3% |
| 30D | -14.9% | +2.7% | -17.6% | -15.2% |
| 3M | +3.3% | +21.1% | -17.8% | +1.1% |
| 6M | -15.7% | +11.9% | -27.6% | -17.5% |
| YTD | -28.2% | +29.9% | -58.1% | -31.9% |
| 1Y | -34.5% | +67.8% | -102.3% | -41.3% |
| All | -34.5% | +66.5% | -101.0% | -41.3% |
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 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