+259.5%
ADSK vs P
+652.0%
-392.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.0% | +11.6% | -10.6% | -1.7% |
| 30D | +14.4% | -23.7% | +38.1% | +20.1% |
| 3M | +2.5% | -8.0% | +10.5% | +1.3% |
| 6M | +14.5% | +27.9% | -13.5% | +0.9% |
| YTD | -10.7% | +61.2% | -71.8% | -27.7% |
| 1Y | -11.0% | +28.6% | -39.6% | -24.6% |
| 3Y | +25.9% | +200.5% | -174.6% | -27.2% |
| 5Y | -19.7% | +282.9% | -302.7% | -58.7% |
| All | +259.5% | +652.0% | -392.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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