+215.4%
ADSK vs Z
-2.5%
+217.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.8% |
| 7D | -2.5% | -6.0% | +3.5% | -0.8% |
| 30D | -14.9% | -2.3% | -12.6% | -14.4% |
| 3M | +3.3% | -0.6% | +3.9% | +3.1% |
| 6M | -15.7% | -27.6% | +12.0% | -8.1% |
| YTD | -28.2% | -52.4% | +24.1% | -12.3% |
| 1Y | -34.5% | -63.6% | +29.0% | -14.2% |
| 3Y | -2.9% | -36.4% | +33.5% | +3.0% |
| 5Y | -25.3% | -64.6% | +39.3% | -14.0% |
| All | +215.4% | -2.5% | +217.8% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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