+128.4%
ADSK vs IR
+288.5%
-160.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.8% |
| 7D | -16.4% | -2.8% | -13.6% | -15.4% |
| 30D | -9.2% | -15.1% | +5.9% | -2.9% |
| 3M | -6.7% | +6.1% | -12.8% | -9.9% |
| 6M | -15.5% | -16.8% | +1.3% | -10.3% |
| YTD | -26.4% | -3.5% | -22.8% | -27.5% |
| 1Y | -31.9% | -3.5% | -28.4% | -33.2% |
| 3Y | -1.0% | +9.5% | -10.4% | -11.0% |
| 5Y | -24.5% | +45.1% | -69.6% | -40.8% |
| All | +128.4% | +288.5% | -160.1% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling