-34.1%
ADSK vs Q
+78.4%
-112.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.5% |
| 7D | -14.5% | +6.6% | -21.1% | -14.2% |
| 30D | -19.3% | -6.6% | -12.7% | -19.6% |
| 3M | -7.8% | -13.2% | +5.4% | -8.7% |
| 6M | -20.8% | +9.9% | -30.7% | -24.6% |
| YTD | -30.2% | +53.9% | -84.1% | -37.3% |
| All | -34.1% | +78.4% | -112.5% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling