-31.0%
ADSK vs PL
+75.7%
-106.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.3% |
| 7D | -14.5% | -13.9% | -0.7% | -13.1% |
| 30D | -19.3% | -25.5% | +6.1% | -16.6% |
| 3M | -7.8% | -44.8% | +37.0% | -2.2% |
| 6M | -20.8% | -33.3% | +12.5% | -20.5% |
| YTD | -30.2% | -12.7% | -17.5% | -33.3% |
| 1Y | -36.5% | +90.9% | -127.4% | -47.0% |
| 3Y | -5.7% | +528.5% | -534.2% | -43.8% |
| 5Y | -28.2% | +72.7% | -100.9% | -51.1% |
| All | -31.0% | +75.7% | -106.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling