-28.2%
ADSK vs REPL
-53.9%
+25.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -2.6% |
| 7D | -14.5% | -9.6% | -5.0% | -14.4% |
| 30D | -19.3% | +5.7% | -25.0% | -19.4% |
| 3M | -7.8% | +56.4% | -64.2% | -9.5% |
| 6M | -20.8% | +67.4% | -88.2% | -24.2% |
| YTD | -30.2% | +48.7% | -78.9% | -33.0% |
| 1Y | -36.5% | +148.3% | -184.7% | -42.2% |
| 3Y | -5.7% | -26.7% | +21.0% | -13.4% |
| 5Y | -28.2% | -54.1% | +26.0% | -31.2% |
| All | -28.2% | -53.9% | +25.7% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling