-62.0%
ALNY vs ADSK
-10.6%
-51.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.6% |
| 7D | -30.7% | +11.4% | -42.1% | -32.2% |
| 30D | -26.7% | +21.9% | -48.6% | -29.6% |
| 3M | -26.4% | +13.9% | -40.3% | -28.8% |
| 6M | -45.9% | +9.1% | -55.0% | -47.1% |
| YTD | -59.5% | -8.8% | -50.7% | -56.9% |
| 1Y | -62.0% | -10.2% | -51.7% | -58.8% |
| All | -62.0% | -10.6% | -51.3% | -58.8% |
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