+24.5%
ALAB vs ADSK
-10.6%
+35.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.0% | -11.5% | -1.4% |
| 7D | -24.9% | +11.4% | -36.3% | -21.0% |
| 30D | -38.4% | +21.9% | -60.3% | -33.0% |
| 3M | -38.3% | +13.9% | -52.1% | -33.2% |
| 6M | +10.9% | +9.1% | +1.8% | +28.7% |
| YTD | +34.2% | -8.8% | +43.0% | +69.9% |
| 1Y | +24.5% | -10.2% | +34.7% | +58.7% |
| All | +24.5% | -10.6% | +35.2% | +58.7% |
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