+5,682.0%
ADSK vs RF
+1,441.6%
+4,240.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +11.3% | +4.6% | +6.7% | +10.0% |
| 3M | +3.3% | -8.4% | +11.8% | +5.9% |
| 6M | +10.1% | +8.9% | +1.3% | +7.3% |
| YTD | -12.2% | +8.8% | -21.0% | -14.9% |
| 1Y | -13.9% | +18.9% | -32.8% | -18.6% |
| 3Y | +23.5% | +116.0% | -92.5% | -2.5% |
| 5Y | -20.0% | +46.0% | -66.1% | -30.5% |
| 10Y | +252.3% | +231.7% | +20.5% | +128.8% |
| All | +5,682.0% | +1,441.6% | +4,240.4% | +1,641.2% |
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