-34.6%
ADSK vs RF
+15.5%
-50.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -10.9% | -1.6% | -9.3% | -10.8% |
| 30D | -15.9% | -4.3% | -11.6% | -15.5% |
| 3M | -4.4% | +5.9% | -10.2% | -4.8% |
| 6M | -16.6% | +14.1% | -30.8% | -18.1% |
| YTD | -28.5% | +13.8% | -42.3% | -30.4% |
| 1Y | -34.6% | +15.2% | -49.9% | -38.6% |
| All | -34.6% | +15.5% | -50.1% | -38.6% |
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