+358.7%
ALAB vs ADSK
-17.8%
+376.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -6.0% |
| 7D | +0.6% | -10.9% | +11.5% | +3.6% |
| 30D | -8.8% | -15.9% | +7.1% | -4.2% |
| 3M | -14.0% | -4.4% | -9.6% | -15.5% |
| 6M | +144.3% | -16.6% | +160.9% | +155.6% |
| YTD | +71.0% | -28.5% | +99.5% | +103.1% |
| 1Y | +23.5% | -34.6% | +58.2% | +59.5% |
| All | +358.7% | -17.8% | +376.5% | +391.2% |
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 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