+62.2%
ADSK vs REPL
-6.0%
+68.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -8.2% |
| 7D | -16.4% | -3.0% | -13.4% | -16.3% |
| 30D | -9.2% | +27.1% | -36.4% | -10.3% |
| 3M | -6.7% | +52.4% | -59.1% | -10.6% |
| 6M | -15.5% | +107.4% | -123.0% | -25.0% |
| YTD | -26.4% | +54.7% | -81.1% | -33.3% |
| 1Y | -31.9% | +158.9% | -190.8% | -43.3% |
| 3Y | -1.0% | -23.7% | +22.8% | -22.2% |
| 5Y | -24.5% | -54.3% | +29.8% | -38.4% |
| All | +62.2% | -6.0% | +68.2% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling