+348.0%
ADSK vs PR
+152.6%
+195.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.9% |
| 7D | +4.9% | -16.4% | +21.3% | +6.3% |
| 30D | +11.3% | -1.9% | +13.2% | +11.3% |
| 3M | +7.9% | +8.0% | 0.0% | +7.0% |
| 6M | +7.7% | +4.1% | +3.6% | +6.9% |
| YTD | -11.6% | +58.7% | -70.3% | -15.4% |
| 1Y | -11.2% | +75.8% | -87.1% | -15.9% |
| 3Y | +29.6% | +73.2% | -43.6% | +21.9% |
| 5Y | -19.4% | +230.1% | -249.5% | -28.9% |
| 10Y | +276.9% | +67.4% | +209.5% | +255.9% |
| All | +348.0% | +152.6% | +195.4% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling