+257.6%
ALAB vs ADSK
+2.7%
+254.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | +16.3% | +1.0% | +15.3% | +16.1% |
| 30D | -26.1% | +14.4% | -40.5% | -28.6% |
| 3M | -31.3% | +2.5% | -33.8% | -31.5% |
| 6M | -1.0% | +14.5% | -15.5% | -7.6% |
| YTD | +33.3% | -10.7% | +44.0% | +49.1% |
| 1Y | +53.5% | -11.0% | +64.6% | +71.9% |
| All | +257.6% | +2.7% | +254.9% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling