+5,670.2%
ADSK vs KEY
+1,006.4%
+4,663.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | +1.8% | -5.4% | -4.1% |
| 30D | +12.6% | +7.1% | +5.5% | +10.3% |
| 3M | +4.0% | -5.9% | +9.9% | +5.8% |
| 6M | +10.5% | +2.2% | +8.3% | +9.3% |
| YTD | -12.3% | +6.4% | -18.8% | -14.7% |
| 1Y | -14.0% | +24.8% | -38.8% | -20.2% |
| 3Y | +23.2% | +125.2% | -102.0% | -6.0% |
| 5Y | -21.2% | +13.0% | -34.2% | -29.5% |
| 10Y | +251.6% | +98.5% | +153.1% | +144.8% |
| All | +5,670.2% | +1,006.4% | +4,663.8% | +1,770.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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