-1.4%
ADSK vs PR
+82.3%
-83.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -8.0% |
| 7D | -16.4% | +2.9% | -19.3% | -16.7% |
| 30D | -9.2% | +18.0% | -27.3% | -11.3% |
| 3M | -6.7% | +16.9% | -23.6% | -9.1% |
| 6M | -15.5% | +28.2% | -43.7% | -19.2% |
| YTD | -26.4% | +69.3% | -95.7% | -33.1% |
| 1Y | -31.9% | +69.5% | -101.4% | -38.3% |
| All | -1.4% | +82.3% | -83.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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