-3.2%
ADSK vs FIVE
+59.0%
-62.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.7% |
| 7D | -14.3% | +3.7% | -18.0% | -14.7% |
| 30D | -14.8% | +4.0% | -18.8% | -15.3% |
| 3M | -5.7% | +36.2% | -41.9% | -9.2% |
| 6M | -18.7% | +18.0% | -36.7% | -20.7% |
| YTD | -28.3% | +34.9% | -63.2% | -31.3% |
| 1Y | -35.1% | +67.9% | -103.0% | -39.5% |
| 3Y | -3.2% | +57.3% | -60.5% | -18.6% |
| All | -3.2% | +59.0% | -62.2% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling