-34.5%
ADSK vs S
+8.9%
-43.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.9% |
| 3M | +3.3% | +33.8% | -30.5% | -9.3% |
| 6M | -15.7% | +39.5% | -55.1% | -27.6% |
| YTD | -28.2% | +31.7% | -59.9% | -37.8% |
| 1Y | -34.5% | +7.0% | -41.5% | -40.9% |
| All | -34.5% | +8.9% | -43.5% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling