-10.2%
ADSK vs Q
+19.7%
-29.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.0% |
| 7D | +11.4% | -3.3% | +14.7% | +11.1% |
| 30D | +21.9% | -9.7% | +31.6% | +21.1% |
| 3M | +13.9% | -16.1% | +30.0% | +12.8% |
| 6M | +9.1% | -15.7% | +24.8% | +6.8% |
| YTD | -8.8% | +45.7% | -54.5% | -18.2% |
| 1Y | -10.2% | +18.0% | -28.2% | -15.9% |
| All | -10.2% | +19.7% | -29.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling