+651.5%
ADI vs ADSK
+222.2%
+429.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +4.6% | -2.5% | +7.1% | +5.7% |
| 30D | -1.2% | -14.9% | +13.7% | +5.3% |
| 3M | -7.8% | +3.3% | -11.1% | -11.4% |
| 6M | +19.3% | -15.7% | +35.0% | +23.7% |
| YTD | +40.9% | -28.2% | +69.2% | +56.6% |
| 1Y | +54.5% | -34.5% | +89.0% | +79.9% |
| 3Y | +123.4% | -2.9% | +126.3% | +110.2% |
| 5Y | +142.3% | -25.3% | +167.6% | +147.3% |
| All | +651.5% | +222.2% | +429.3% | +313.4% |
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