+4,494.7%
ADSK vs GAP
+2,145.7%
+2,349.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +1.9% | -1.6% |
| 7D | -14.5% | -3.2% | -11.4% | -13.9% |
| 30D | -19.3% | -0.7% | -18.6% | -19.5% |
| 3M | -7.8% | -0.5% | -7.3% | -8.2% |
| 6M | -20.8% | -5.0% | -15.8% | -20.9% |
| YTD | -30.2% | -14.7% | -15.5% | -29.0% |
| 1Y | -36.5% | -8.6% | -27.8% | -36.7% |
| 3Y | -5.7% | +108.4% | -114.1% | -28.8% |
| 5Y | -28.2% | +5.8% | -34.0% | -38.8% |
| 10Y | +209.1% | +29.6% | +179.5% | +113.6% |
| All | +4,494.7% | +2,145.7% | +2,349.0% | +663.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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