+5,756.3%
ADSK vs RF
+1,457.2%
+4,299.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | +11.9% | +7.0% | +4.9% | +9.8% |
| 3M | +5.7% | -7.0% | +12.7% | +7.9% |
| 6M | +7.7% | +6.8% | +0.9% | +5.5% |
| YTD | -11.0% | +9.9% | -20.9% | -14.0% |
| 1Y | -11.4% | +21.1% | -32.5% | -16.7% |
| 3Y | +28.7% | +119.6% | -91.0% | +1.2% |
| 5Y | -20.1% | +46.2% | -66.2% | -30.6% |
| 10Y | +262.6% | +261.5% | +1.1% | +130.1% |
| All | +5,756.3% | +1,457.2% | +4,299.1% | +1,658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling