+3,969.5%
ADSK vs IT
+5,548.9%
-1,579.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.1% |
| 7D | -14.5% | -9.1% | -5.4% | -11.9% |
| 30D | -19.3% | -12.2% | -7.2% | -16.0% |
| 3M | -7.8% | +7.8% | -15.6% | -10.8% |
| 6M | -20.8% | +2.0% | -22.7% | -22.2% |
| YTD | -30.2% | -32.7% | +2.5% | -22.6% |
| 1Y | -36.5% | -31.1% | -5.4% | -30.5% |
| 3Y | -5.7% | -52.1% | +46.4% | +13.1% |
| 5Y | -28.2% | -46.3% | +18.1% | -16.1% |
| 10Y | +209.1% | +91.4% | +117.8% | +148.7% |
| All | +3,969.5% | +5,548.9% | -1,579.5% | +1,243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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