+46.7%
ADP vs ADSK
-28.4%
+75.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -5.7% | -14.5% | +8.9% | -0.8% |
| 30D | -3.1% | -19.3% | +16.2% | +3.7% |
| 3M | +15.6% | -7.8% | +23.4% | +18.2% |
| 6M | +20.8% | -20.8% | +41.6% | +29.1% |
| YTD | +4.7% | -30.2% | +34.9% | +15.9% |
| 1Y | -8.3% | -36.5% | +28.2% | +4.3% |
| 3Y | +13.6% | -5.7% | +19.3% | +12.2% |
| All | +46.7% | -28.4% | +75.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling