+291.1%
ADSK vs RUN
-33.9%
+325.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | -10.9% | -3.4% | -7.5% | -10.5% |
| 30D | -15.9% | -14.0% | -1.9% | -14.3% |
| 3M | -4.4% | -27.5% | +23.1% | -1.0% |
| 6M | -16.6% | -29.0% | +12.3% | -14.4% |
| YTD | -28.5% | -53.1% | +24.6% | -23.8% |
| 1Y | -34.6% | -46.7% | +12.1% | -32.5% |
| 3Y | -3.5% | -38.3% | +34.9% | -20.1% |
| 5Y | -25.6% | -80.7% | +55.1% | -29.3% |
| 10Y | +216.6% | +42.4% | +174.2% | +106.8% |
| All | +291.1% | -33.9% | +325.0% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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