+12,165.0%
ADP vs ADSK
+5,968.5%
+6,196.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.3% |
| 7D | +2.2% | +1.0% | +1.1% | +2.0% |
| 30D | +10.6% | +14.4% | -3.8% | +7.7% |
| 3M | +12.9% | +2.5% | +10.4% | +12.1% |
| 6M | +50.6% | +14.5% | +36.2% | +46.3% |
| YTD | +23.2% | -10.7% | +33.9% | +25.1% |
| 1Y | +25.3% | -11.0% | +36.3% | +27.3% |
| 3Y | +47.1% | +25.9% | +21.3% | +38.7% |
| 5Y | +50.1% | -19.7% | +69.8% | +50.7% |
| 10Y | +323.6% | +258.2% | +65.4% | +222.1% |
| All | +12,165.0% | +5,968.5% | +6,196.5% | +4,924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling