-32.3%
ADSK vs Q
+79.8%
-112.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.5% |
| 7D | -2.5% | +4.9% | -7.4% | -2.2% |
| 30D | -14.9% | -11.0% | -3.9% | -15.4% |
| 3M | +3.3% | -15.2% | +18.5% | +2.4% |
| 6M | -15.7% | +8.8% | -24.5% | -19.4% |
| YTD | -28.2% | +55.1% | -83.3% | -35.5% |
| All | -32.3% | +79.8% | -112.0% | -38.1% |
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