+407.5%
ADSK vs RACE
+639.5%
-232.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | -3.6% | -4.0% | +0.4% | -1.5% |
| 30D | +12.6% | +3.5% | +9.1% | +10.6% |
| 3M | +4.0% | -0.4% | +4.4% | +4.0% |
| 6M | +10.5% | +23.2% | -12.7% | -2.3% |
| YTD | -12.3% | +11.0% | -23.3% | -19.2% |
| 1Y | -14.0% | -2.2% | -11.8% | -15.0% |
| 3Y | +23.2% | +22.5% | +0.7% | -1.5% |
| 5Y | -21.2% | +63.2% | -84.4% | -48.2% |
| 10Y | +251.6% | +704.3% | -452.8% | +3.5% |
| All | +407.5% | +639.5% | -232.0% | +31.1% |
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