-41.3%
ALNY vs ADSK
-31.6%
-9.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +2.1% |
| 7D | +12.2% | -16.4% | +28.6% | +16.1% |
| 30D | +16.3% | -9.2% | +25.6% | +17.8% |
| 3M | -12.4% | -6.7% | -5.6% | -11.4% |
| 6M | -18.7% | -15.5% | -3.2% | -17.0% |
| YTD | -33.1% | -26.4% | -6.7% | -30.3% |
| 1Y | -41.3% | -31.9% | -9.4% | -39.9% |
| All | -41.3% | -31.6% | -9.7% | -39.9% |
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