-28.2%
ADSK vs P
+274.2%
-302.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.9% |
| 7D | -14.5% | +5.0% | -19.5% | -15.4% |
| 30D | -19.3% | -0.9% | -18.4% | -19.7% |
| 3M | -7.8% | +38.7% | -46.4% | -15.5% |
| 6M | -20.8% | +54.4% | -75.1% | -30.5% |
| YTD | -30.2% | +44.8% | -75.0% | -38.4% |
| 1Y | -36.5% | +22.5% | -59.0% | -42.9% |
| 3Y | -5.7% | +148.2% | -154.0% | -39.1% |
| 5Y | -28.2% | +268.9% | -297.1% | -59.4% |
| All | -28.2% | +274.2% | -302.3% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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