-25.6%
ADSK vs M
+13.6%
-39.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +3.4% |
| 7D | -10.9% | -8.8% | -2.1% | -9.2% |
| 30D | -15.9% | -16.4% | +0.5% | -12.7% |
| 3M | -4.4% | -10.8% | +6.4% | -2.6% |
| 6M | -16.6% | +16.1% | -32.8% | -20.3% |
| YTD | -28.5% | -5.3% | -23.3% | -28.9% |
| 1Y | -34.6% | +24.9% | -59.5% | -39.4% |
| 3Y | -3.5% | +97.5% | -101.0% | -26.5% |
| 5Y | -25.6% | +20.4% | -46.0% | -34.0% |
| All | -25.6% | +13.6% | -39.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling