+25.9%
ADSK vs REPL
+97.7%
-71.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +14.4% | +92.2% | -77.8% | +14.8% |
| 3M | +2.5% | +44.1% | -41.6% | +2.7% |
| 6M | +14.5% | +313.0% | -298.6% | +15.7% |
| YTD | -10.7% | +125.2% | -135.9% | -9.3% |
| 1Y | -11.0% | +143.8% | -154.8% | -9.7% |
| 3Y | +25.9% | +104.2% | -78.3% | +21.6% |
| All | +25.9% | +97.7% | -71.9% | +21.6% |
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