+298.1%
ADSK vs Z
+17.0%
+281.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -0.8% |
| 7D | -14.3% | -3.3% | -11.1% | -13.5% |
| 30D | -14.8% | -3.7% | -11.1% | -14.0% |
| 3M | -5.7% | -7.0% | +1.3% | -4.0% |
| 6M | -18.7% | -29.5% | +10.8% | -10.9% |
| YTD | -28.3% | -52.6% | +24.3% | -12.7% |
| 1Y | -35.1% | -64.0% | +28.9% | -15.2% |
| 3Y | -3.2% | -36.4% | +33.3% | +2.7% |
| 5Y | -26.7% | -65.8% | +39.0% | -15.0% |
| 10Y | +208.4% | -5.8% | +214.2% | +145.6% |
| All | +298.1% | +17.0% | +281.1% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling