+65.2%
ALAB vs ADSK
-31.6%
+96.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -8.3% | +18.0% | +7.5% |
| 7D | +7.2% | -16.4% | +23.6% | +2.7% |
| 30D | -2.5% | -9.2% | +6.7% | -4.2% |
| 3M | -13.3% | -6.7% | -6.6% | -9.9% |
| 6M | +172.8% | -15.5% | +188.3% | +193.8% |
| YTD | +86.6% | -26.4% | +113.0% | +119.1% |
| 1Y | +65.2% | -31.9% | +97.0% | +116.4% |
| All | +65.2% | -31.6% | +96.8% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling