+58.1%
ADSK vs REPL
-19.2%
+77.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | -2.5% | -14.1% | +11.6% | -1.9% |
| 30D | -14.9% | -15.2% | +0.3% | -14.3% |
| 3M | +3.3% | +49.9% | -46.6% | -1.0% |
| 6M | -15.7% | +63.5% | -79.2% | -24.1% |
| YTD | -28.2% | +32.9% | -61.2% | -34.6% |
| 1Y | -34.5% | +115.0% | -149.5% | -44.9% |
| 3Y | -2.9% | -34.7% | +31.8% | -23.2% |
| 5Y | -25.3% | -59.7% | +34.3% | -38.8% |
| All | +58.1% | -19.2% | +77.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling