-11.0%
ADSK vs RF
+18.9%
-29.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +14.4% | +7.3% | +7.1% | +13.7% |
| 3M | +2.5% | -7.9% | +10.4% | +2.7% |
| 6M | +14.5% | +10.5% | +3.9% | +14.3% |
| YTD | -10.7% | +9.6% | -20.3% | -11.7% |
| 1Y | -11.0% | +20.3% | -31.3% | -14.4% |
| All | -11.0% | +18.9% | -29.9% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling