+386.4%
ADSK vs P
+485.4%
-99.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.4% | -9.6% | -8.6% |
| 7D | -16.4% | +6.5% | -22.9% | -17.8% |
| 30D | -9.2% | +18.8% | -28.1% | -13.9% |
| 3M | -6.7% | +26.7% | -33.5% | -14.3% |
| 6M | -15.5% | +62.2% | -77.7% | -28.7% |
| YTD | -26.4% | +48.5% | -74.9% | -37.0% |
| 1Y | -31.9% | +26.4% | -58.3% | -40.5% |
| 3Y | -1.0% | +159.4% | -160.4% | -36.4% |
| 5Y | -24.5% | +275.8% | -300.3% | -58.1% |
| 10Y | +220.4% | +732.0% | -511.6% | +36.4% |
| All | +386.4% | +485.4% | -99.0% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling