-27.2%
ADSK vs S
-57.1%
+29.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | -14.9% | -11.4% | -3.4% | -11.8% |
| 3M | +3.3% | +33.8% | -30.5% | -5.9% |
| 6M | -15.7% | +39.5% | -55.1% | -24.4% |
| YTD | -28.2% | +31.7% | -59.9% | -34.6% |
| 1Y | -34.5% | +7.0% | -41.5% | -37.2% |
| 3Y | -2.9% | +11.8% | -14.7% | -12.9% |
| 5Y | -25.3% | -69.0% | +43.7% | -19.4% |
| All | -27.2% | -57.1% | +29.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling