-3.3%
ADSK vs Z
-39.0%
+35.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.2% |
| 7D | -10.9% | -11.6% | +0.7% | -7.7% |
| 30D | -15.9% | -8.5% | -7.4% | -13.9% |
| 3M | -4.4% | -7.9% | +3.5% | -2.5% |
| 6M | -16.6% | -29.1% | +12.4% | -9.5% |
| YTD | -28.5% | -54.2% | +25.7% | -13.8% |
| 1Y | -34.6% | -63.5% | +28.9% | -17.2% |
| All | -3.3% | -39.0% | +35.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling