-25.4%
ADSK vs S
-56.8%
+31.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.4% |
| 7D | -16.4% | -7.7% | -8.7% | -14.4% |
| 30D | -9.2% | -5.3% | -3.9% | -7.8% |
| 3M | -6.7% | +20.3% | -27.0% | -12.3% |
| 6M | -15.5% | +47.4% | -62.9% | -25.5% |
| YTD | -26.4% | +32.5% | -58.9% | -33.1% |
| 1Y | -31.9% | +9.5% | -41.4% | -35.1% |
| 3Y | -1.0% | +15.5% | -16.5% | -12.1% |
| 5Y | -24.5% | -71.2% | +46.7% | -18.5% |
| All | -25.4% | -56.8% | +31.4% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling