+459.1%
ADSK vs INDA
+107.4%
+351.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.2% |
| 7D | -10.9% | -3.6% | -7.3% | -8.7% |
| 30D | -15.9% | -4.0% | -11.9% | -13.7% |
| 3M | -4.4% | +1.7% | -6.1% | -5.6% |
| 6M | -16.6% | -3.6% | -13.0% | -15.0% |
| YTD | -28.5% | -11.0% | -17.5% | -23.3% |
| 1Y | -34.6% | -9.5% | -25.1% | -30.7% |
| 3Y | -3.5% | +7.6% | -11.1% | -9.2% |
| 5Y | -25.6% | +4.8% | -30.4% | -28.1% |
| 10Y | +216.6% | +82.3% | +134.3% | +115.6% |
| All | +459.1% | +107.4% | +351.7% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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