+369.5%
ALAB vs ADSK
-17.5%
+386.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -6.2% | -2.5% | -3.7% | -5.5% |
| 30D | -8.7% | -14.9% | +6.2% | -4.4% |
| 3M | -20.7% | +3.3% | -24.1% | -25.0% |
| 6M | +133.5% | -15.7% | +149.2% | +142.6% |
| YTD | +75.1% | -28.2% | +103.3% | +107.7% |
| 1Y | +25.0% | -34.5% | +59.6% | +61.6% |
| All | +369.5% | -17.5% | +386.9% | +402.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling