-19.0%
ADSK vs S
-71.1%
+52.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.0% | +2.0% | -0.9% | +0.2% |
| 30D | +14.4% | -2.7% | +17.1% | +14.3% |
| 3M | +2.5% | -6.9% | +9.4% | +3.2% |
| 6M | +14.5% | +38.1% | -23.6% | +1.1% |
| YTD | -10.7% | +48.0% | -58.7% | -23.2% |
| 1Y | -11.0% | +34.5% | -45.5% | -21.7% |
| 3Y | +25.9% | +38.3% | -12.5% | +3.1% |
| All | -19.0% | -71.1% | +52.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling