-3.3%
ADSK vs REPL
-33.1%
+29.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.4% | +10.8% | +2.4% |
| 7D | -10.9% | -13.4% | +2.5% | -11.0% |
| 30D | -15.9% | -3.0% | -12.9% | -15.9% |
| 3M | -4.4% | +56.3% | -60.7% | -3.8% |
| 6M | -16.6% | +60.9% | -77.5% | -15.7% |
| YTD | -28.5% | +36.2% | -64.7% | -27.6% |
| 1Y | -34.6% | +121.0% | -155.7% | -34.7% |
| All | -3.3% | -33.1% | +29.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling