+28.7%
ADSK vs RF
+115.2%
-86.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | +11.9% | +7.0% | +4.9% | +9.3% |
| 3M | +5.7% | -7.0% | +12.7% | +8.3% |
| 6M | +7.7% | +6.8% | +0.9% | +4.8% |
| YTD | -11.0% | +9.9% | -20.9% | -15.2% |
| 1Y | -11.4% | +21.1% | -32.5% | -19.0% |
| 3Y | +28.7% | +119.6% | -91.0% | -10.9% |
| All | +28.7% | +115.2% | -86.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling