+25.0%
ALAB vs ADSK
-34.7%
+59.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.5% |
| 7D | -6.2% | -2.5% | -3.7% | -6.8% |
| 30D | -8.7% | -14.9% | +6.2% | -11.9% |
| 3M | -20.7% | +3.3% | -24.1% | -19.4% |
| 6M | +133.5% | -15.7% | +149.2% | +145.7% |
| YTD | +75.1% | -28.2% | +103.3% | +103.2% |
| 1Y | +25.0% | -34.5% | +59.6% | +67.0% |
| All | +25.0% | -34.7% | +59.7% | +67.0% |
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