+122.7%
ADSK vs IR
+271.1%
-148.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -4.5% | +2.0% | -0.6% |
| 30D | -14.9% | -13.9% | -0.9% | -9.4% |
| 3M | +3.3% | -0.3% | +3.7% | +2.8% |
| 6M | -15.7% | -14.3% | -1.3% | -11.7% |
| YTD | -28.2% | -7.9% | -20.4% | -27.9% |
| 1Y | -34.5% | -9.9% | -24.7% | -33.9% |
| 3Y | -2.9% | +6.5% | -9.4% | -11.8% |
| 5Y | -25.3% | +34.0% | -59.4% | -39.4% |
| All | +122.7% | +271.1% | -148.4% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling