-20.5%
ADSK vs PL
+20.8%
-41.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.4% | -13.1% | -3.9% |
| 7D | +4.9% | -6.8% | +11.7% | +5.4% |
| 30D | +11.3% | -29.3% | +40.6% | +15.2% |
| 3M | +7.9% | -44.8% | +52.7% | +14.5% |
| 6M | +7.7% | -68.4% | +76.0% | +19.5% |
| YTD | -11.6% | -36.4% | +24.8% | -13.0% |
| 1Y | -11.2% | +0.7% | -12.0% | -19.4% |
| 3Y | +29.6% | +455.3% | -425.7% | -23.4% |
| All | -20.5% | +20.8% | -41.3% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling