+209.1%
ADSK vs RF
+334.5%
-125.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -14.5% | -0.1% | -14.4% | -14.5% |
| 30D | -19.3% | -4.0% | -15.3% | -18.2% |
| 3M | -7.8% | +5.6% | -13.4% | -9.7% |
| 6M | -20.8% | +13.1% | -33.8% | -24.6% |
| YTD | -30.2% | +13.6% | -43.8% | -34.0% |
| 1Y | -36.5% | +16.0% | -52.4% | -40.5% |
| 3Y | -5.7% | +90.2% | -95.9% | -27.8% |
| 5Y | -28.2% | +87.0% | -115.2% | -45.5% |
| 10Y | +209.1% | +338.5% | -129.4% | +57.9% |
| All | +209.1% | +334.5% | -125.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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