+551.4%
ADSK vs FIVE
+868.1%
-316.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.1% | -13.4% | -9.6% |
| 7D | -16.4% | +4.3% | -20.7% | -17.4% |
| 30D | -9.2% | +12.5% | -21.7% | -12.2% |
| 3M | -6.7% | +31.2% | -38.0% | -13.6% |
| 6M | -15.5% | +14.4% | -29.9% | -19.7% |
| YTD | -26.4% | +33.9% | -60.3% | -33.0% |
| 1Y | -31.9% | +65.1% | -96.9% | -41.6% |
| 3Y | -1.0% | +49.0% | -49.9% | -18.9% |
| 5Y | -24.5% | +30.3% | -54.8% | -37.3% |
| 10Y | +220.4% | +481.1% | -260.7% | +86.0% |
| All | +551.4% | +868.1% | -316.7% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling