+259.5%
ADSK vs RF
+223.4%
+36.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.3% |
| 30D | +14.4% | +7.3% | +7.1% | +11.6% |
| 3M | +2.5% | -7.9% | +10.4% | +5.5% |
| 6M | +14.5% | +10.5% | +3.9% | +10.0% |
| YTD | -10.7% | +9.6% | -20.3% | -14.5% |
| 1Y | -11.0% | +20.3% | -31.3% | -17.8% |
| 3Y | +25.9% | +119.5% | -93.7% | -8.2% |
| 5Y | -19.7% | +48.2% | -67.9% | -33.9% |
| All | +259.5% | +223.4% | +36.1% | +122.8% |
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