+215.4%
ADSK vs APTV
-16.1%
+231.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -5.0% | +2.5% | -0.6% |
| 30D | -14.9% | -6.1% | -8.8% | -13.2% |
| 3M | +3.3% | -33.0% | +36.3% | +18.2% |
| 6M | -15.7% | -35.2% | +19.6% | -4.2% |
| YTD | -28.2% | -40.1% | +11.9% | -16.6% |
| 1Y | -34.5% | -45.6% | +11.1% | -21.2% |
| 3Y | -2.9% | -54.4% | +51.5% | +19.8% |
| 5Y | -25.3% | -68.9% | +43.6% | +5.2% |
| All | +215.4% | -16.1% | +231.5% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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