+25.9%
ADSK vs M
+158.0%
-132.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +1.0% | +7.0% | -6.0% | 0.0% |
| 30D | +14.4% | +8.9% | +5.5% | +13.0% |
| 3M | +2.5% | +4.5% | -2.0% | +1.7% |
| 6M | +14.5% | +36.2% | -21.7% | +9.0% |
| YTD | -10.7% | +15.1% | -25.8% | -13.3% |
| 1Y | -11.0% | +27.4% | -38.5% | -15.2% |
| 3Y | +25.9% | +160.1% | -134.3% | +4.1% |
| All | +25.9% | +158.0% | -132.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling