-20.0%
ADSK vs RACE
+68.9%
-88.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.7% | -3.9% | +0.1% | -1.9% |
| 30D | +11.3% | +6.8% | +4.5% | +7.9% |
| 3M | +3.3% | +1.3% | +2.0% | +2.5% |
| 6M | +10.1% | +26.3% | -16.1% | -2.4% |
| YTD | -12.2% | +13.8% | -26.0% | -19.1% |
| 1Y | -13.9% | -0.5% | -13.4% | -14.9% |
| 3Y | +23.5% | +25.6% | -2.2% | -7.4% |
| 5Y | -20.0% | +67.6% | -87.7% | -57.4% |
| All | -20.0% | +68.9% | -88.9% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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