+326.2%
ADSK vs RACE
+647.6%
-321.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -7.2% |
| 7D | -16.4% | -2.5% | -13.9% | -15.2% |
| 30D | -9.2% | +0.8% | -10.0% | -9.7% |
| 3M | -6.7% | +17.2% | -23.9% | -14.9% |
| 6M | -15.5% | +13.6% | -29.1% | -22.2% |
| YTD | -26.4% | +12.2% | -38.6% | -32.4% |
| 1Y | -31.9% | -16.3% | -15.6% | -27.4% |
| 3Y | -1.0% | +36.4% | -37.4% | -26.1% |
| 5Y | -24.5% | +95.0% | -119.5% | -55.3% |
| 10Y | +220.4% | +813.2% | -592.8% | -10.6% |
| All | +326.2% | +647.6% | -321.4% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling