-34.5%
ADSK vs IR
-8.8%
-25.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -4.5% | +2.0% | -2.4% |
| 30D | -14.9% | -13.9% | -0.9% | -14.7% |
| 3M | +3.3% | -0.3% | +3.7% | +3.5% |
| 6M | -15.7% | -14.3% | -1.3% | -15.2% |
| YTD | -28.2% | -7.9% | -20.4% | -28.8% |
| 1Y | -34.5% | -9.9% | -24.7% | -34.6% |
| All | -34.5% | -8.8% | -25.7% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling