+29.6%
ADSK vs PL
+455.3%
-425.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.4% | -13.1% | -3.3% |
| 7D | +4.9% | -6.8% | +11.7% | +5.1% |
| 30D | +11.3% | -29.3% | +40.6% | +13.4% |
| 3M | +7.9% | -44.8% | +52.7% | +11.4% |
| 6M | +7.7% | -68.4% | +76.0% | +14.0% |
| YTD | -11.6% | -36.4% | +24.8% | -13.1% |
| 1Y | -11.2% | +0.7% | -12.0% | -17.0% |
| 3Y | +29.6% | +455.3% | -425.7% | -8.4% |
| All | +29.6% | +455.3% | -425.7% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling