-25.6%
ADSK vs Z
-66.6%
+41.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.3% |
| 7D | -10.9% | -11.6% | +0.7% | -7.2% |
| 30D | -15.9% | -8.5% | -7.4% | -13.5% |
| 3M | -4.4% | -7.9% | +3.5% | -2.1% |
| 6M | -16.6% | -29.1% | +12.4% | -7.6% |
| YTD | -28.5% | -54.2% | +25.7% | -9.2% |
| 1Y | -34.6% | -63.5% | +28.9% | -11.2% |
| 3Y | -3.5% | -38.6% | +35.2% | +3.1% |
| 5Y | -25.6% | -66.0% | +40.4% | -21.2% |
| All | -25.6% | -66.6% | +41.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling