-32.5%
ADSK vs Q
+75.4%
-107.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.3% |
| 7D | -10.9% | +4.1% | -15.0% | -10.7% |
| 30D | -15.9% | -10.7% | -5.2% | -16.4% |
| 3M | -4.4% | -11.7% | +7.3% | -5.7% |
| 6M | -16.6% | +8.3% | -25.0% | -20.8% |
| YTD | -28.5% | +51.3% | -79.8% | -35.8% |
| All | -32.5% | +75.4% | -107.9% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling