-27.2%
ADSK vs PL
+84.9%
-112.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -8.1% |
| 7D | -16.4% | -9.3% | -7.1% | -15.5% |
| 30D | -9.2% | -18.9% | +9.7% | -7.1% |
| 3M | -6.7% | -58.4% | +51.6% | +1.9% |
| 6M | -15.5% | -30.3% | +14.8% | -15.7% |
| YTD | -26.4% | -8.1% | -18.3% | -30.1% |
| 1Y | -31.9% | +180.5% | -212.4% | -47.3% |
| 3Y | -1.0% | +444.1% | -445.1% | -38.7% |
| 5Y | -24.5% | +83.0% | -107.6% | -49.1% |
| All | -27.2% | +84.9% | -112.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling