-13.9%
ADSK vs PL
+8.6%
-22.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.7% | +13.4% | -17.1% | -3.4% |
| 30D | +11.3% | -10.2% | +21.5% | +11.4% |
| 3M | +3.3% | -39.5% | +42.8% | +2.8% |
| 6M | +10.1% | -65.7% | +75.9% | +9.5% |
| YTD | -12.2% | -27.3% | +15.1% | -15.1% |
| 1Y | -13.9% | +15.0% | -28.9% | -18.0% |
| All | -13.9% | +8.6% | -22.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling