-3.3%
ADSK vs S
+15.8%
-19.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | -10.9% | +0.1% | -11.0% | -10.9% |
| 30D | -15.9% | -11.8% | -4.1% | -12.5% |
| 3M | -4.4% | +33.9% | -38.3% | -13.6% |
| 6M | -16.6% | +40.1% | -56.7% | -26.0% |
| YTD | -28.5% | +32.1% | -60.6% | -35.5% |
| 1Y | -34.6% | +11.0% | -45.7% | -38.5% |
| All | -3.3% | +15.8% | -19.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling