+236.1%
ALNY vs ADSK
+222.2%
+13.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.5% | -2.5% | -4.0% | -5.7% |
| 30D | +11.0% | -14.9% | +25.9% | +17.1% |
| 3M | -14.1% | +3.3% | -17.4% | -15.5% |
| 6M | -22.4% | -15.7% | -6.7% | -18.5% |
| YTD | -37.5% | -28.2% | -9.2% | -30.6% |
| 1Y | -46.9% | -34.5% | -12.4% | -39.1% |
| 3Y | +22.1% | -2.9% | +25.0% | +16.4% |
| 5Y | +31.2% | -25.3% | +56.5% | +32.2% |
| All | +236.1% | +222.2% | +13.9% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling